+55.1%
CHRW vs TSLQ
-97.8%
+152.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | +0.2% |
| 7D | +7.3% | -16.8% | +24.1% | +6.6% |
| 30D | -3.6% | -18.0% | +14.4% | -4.0% |
| 3M | -9.6% | -34.5% | +24.9% | -10.6% |
| 6M | -17.0% | -8.9% | -8.1% | -16.4% |
| YTD | -15.4% | -19.0% | +3.6% | -14.8% |
| 1Y | -10.0% | -38.2% | +28.2% | -10.1% |
| 3Y | +82.2% | -96.9% | +179.1% | +68.7% |
| All | +55.1% | -97.8% | +152.9% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling