+124.3%
TDG vs CHRW
+90.8%
+33.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.9% | +3.5% | -5.4% | -2.4% |
| 30D | -7.7% | +4.6% | -12.3% | -8.3% |
| 3M | -9.3% | -19.7% | +10.4% | -6.9% |
| 6M | -9.4% | -12.4% | +3.0% | -8.6% |
| YTD | -14.3% | -3.9% | -10.4% | -15.1% |
| 1Y | -11.8% | +18.4% | -30.2% | -16.1% |
| 3Y | +52.0% | +88.8% | -36.9% | +29.4% |
| All | +124.3% | +90.8% | +33.5% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling