+70.3%
CHRW vs TSLQ
-97.0%
+167.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.0% | -10.9% | +1.5% |
| 7D | -1.4% | -5.8% | +4.4% | -1.6% |
| 30D | -3.5% | -22.1% | +18.6% | -4.3% |
| 3M | -19.4% | +10.1% | -29.4% | -18.5% |
| 6M | -21.4% | -6.8% | -14.6% | -20.8% |
| YTD | -7.1% | +8.5% | -15.7% | -5.7% |
| 1Y | +17.8% | -49.7% | +67.5% | +16.3% |
| 3Y | +78.8% | -95.6% | +174.4% | +68.7% |
| All | +70.3% | -97.0% | +167.3% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling