+177.7%
CHRW vs TSN
-5.9%
+183.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +4.4% | +1.4% | +3.0% | +4.1% |
| 30D | +5.5% | -6.2% | +11.7% | +6.7% |
| 3M | -17.3% | -5.7% | -11.6% | -16.6% |
| 6M | -12.7% | -11.4% | -1.3% | -11.3% |
| YTD | -4.1% | -8.2% | +4.0% | -3.4% |
| 1Y | +21.2% | -2.0% | +23.2% | +20.1% |
| 3Y | +88.9% | +11.9% | +77.0% | +80.4% |
| 5Y | +93.1% | -17.8% | +110.8% | +96.1% |
| All | +177.7% | -5.9% | +183.5% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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