+174.5%
CHRW vs TRMB
+113.5%
+61.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.9% |
| 7D | +4.1% | -2.9% | +7.0% | +4.9% |
| 30D | +1.9% | -1.8% | +3.7% | +2.3% |
| 3M | -21.2% | +8.4% | -29.6% | -23.2% |
| 6M | -16.7% | -18.5% | +1.9% | -12.5% |
| YTD | -5.4% | -26.7% | +21.4% | +2.0% |
| 1Y | +21.2% | -28.3% | +49.5% | +31.1% |
| 3Y | +86.5% | +12.6% | +73.9% | +74.3% |
| 5Y | +93.0% | -38.7% | +131.7% | +107.6% |
| 10Y | +174.5% | +120.8% | +53.7% | +116.6% |
| All | +174.5% | +113.5% | +61.0% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling