+18.4%
CHRW vs TSLQ
-49.6%
+68.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.2% |
| 7D | +3.5% | -6.6% | +10.1% | +3.4% |
| 30D | +4.6% | -24.3% | +28.9% | +4.1% |
| 3M | -19.7% | -3.6% | -16.1% | -19.2% |
| 6M | -12.4% | -12.0% | -0.5% | -12.2% |
| YTD | -3.9% | +1.4% | -5.3% | -4.1% |
| 1Y | +18.4% | -43.6% | +61.9% | +18.4% |
| All | +18.4% | -49.6% | +68.0% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling