+85.5%
CHRW vs TSLQ
-95.6%
+181.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.0% | +9.6% | +1.4% |
| 7D | +1.9% | -8.6% | +10.5% | +1.7% |
| 30D | +0.9% | -24.9% | +25.8% | +0.2% |
| 3M | -19.9% | -1.5% | -18.4% | -19.5% |
| 6M | -15.8% | -18.1% | +2.3% | -15.6% |
| YTD | -5.6% | -0.1% | -5.5% | -4.7% |
| 1Y | +21.0% | -51.4% | +72.4% | +19.8% |
| All | +85.5% | -95.6% | +181.2% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling