+12,981.4%
TDG vs CHRW
+407.5%
+12,573.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -2.0% |
| 7D | -0.9% | +1.9% | -2.9% | -1.6% |
| 30D | -6.5% | +0.9% | -7.5% | -6.9% |
| 3M | -5.1% | -19.9% | +14.8% | +0.6% |
| 6M | -11.5% | -15.8% | +4.3% | -8.4% |
| YTD | -13.9% | -5.6% | -8.3% | -15.0% |
| 1Y | -11.5% | +21.0% | -32.5% | -20.9% |
| 3Y | +53.7% | +86.0% | -32.4% | +12.3% |
| 5Y | +135.5% | +88.6% | +46.9% | +66.1% |
| 10Y | +535.2% | +169.3% | +365.9% | +270.6% |
| All | +12,981.4% | +407.5% | +12,573.9% | +5,547.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling