+3,715.3%
CHRW vs TSN
+334.9%
+3,380.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | +0.2% | +4.9% | -4.7% | -0.8% |
| 30D | -9.4% | +12.1% | -21.4% | -11.6% |
| 3M | -13.3% | +4.1% | -17.4% | -14.1% |
| 6M | -24.2% | -10.9% | -13.3% | -22.7% |
| YTD | -18.9% | +4.8% | -23.7% | -20.4% |
| 1Y | -12.4% | +17.6% | -30.0% | -16.3% |
| 3Y | +72.2% | +43.2% | +29.0% | +56.9% |
| 5Y | +53.4% | -13.9% | +67.3% | +54.3% |
| 10Y | +127.0% | +11.8% | +115.1% | +107.9% |
| All | +3,715.3% | +334.9% | +3,380.3% | +2,038.4% |
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