+537.0%
TDG vs CHRW
+183.1%
+353.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.9% | +3.5% | -5.4% | -2.7% |
| 30D | -7.7% | +4.6% | -12.3% | -8.7% |
| 3M | -9.3% | -19.7% | +10.4% | -5.4% |
| 6M | -9.4% | -12.4% | +3.0% | -8.0% |
| YTD | -14.3% | -3.9% | -10.4% | -15.5% |
| 1Y | -11.8% | +18.4% | -30.2% | -18.5% |
| 3Y | +52.0% | +88.8% | -36.9% | +18.5% |
| 5Y | +128.8% | +93.5% | +35.3% | +71.7% |
| All | +537.0% | +183.1% | +353.9% | +314.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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