+4,266.9%
CHRW vs TSN
+273.5%
+3,993.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | -1.4% | -6.3% | +4.9% | -0.1% |
| 30D | -3.5% | -10.8% | +7.3% | -1.3% |
| 3M | -19.4% | -8.8% | -10.6% | -18.2% |
| 6M | -21.4% | -16.8% | -4.6% | -19.0% |
| YTD | -7.1% | -10.0% | +2.9% | -5.9% |
| 1Y | +17.8% | -5.3% | +23.1% | +17.9% |
| 3Y | +78.8% | +8.5% | +70.3% | +72.6% |
| 5Y | +83.5% | -22.9% | +106.4% | +89.0% |
| 10Y | +160.2% | -12.6% | +172.9% | +150.8% |
| All | +4,266.9% | +273.5% | +3,993.4% | +2,428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling