+129.9%
CHRW vs TSN
+14.5%
+115.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +7.3% | -1.4% | +8.7% | +7.6% |
| 30D | -3.6% | +8.5% | -12.1% | -5.3% |
| 3M | -9.6% | +5.3% | -14.9% | -10.8% |
| 6M | -17.0% | -10.5% | -6.5% | -15.4% |
| YTD | -15.4% | +3.0% | -18.4% | -16.9% |
| 1Y | -10.0% | +12.1% | -22.1% | -13.4% |
| 3Y | +82.2% | +43.1% | +39.0% | +64.6% |
| 5Y | +59.4% | -15.1% | +74.4% | +60.4% |
| All | +129.9% | +14.5% | +115.5% | +114.8% |
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