-53.4%
TE vs CHRW
+124.1%
-177.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -7.1% |
| 7D | +0.9% | +4.4% | -3.5% | -0.4% |
| 30D | -16.3% | +5.5% | -21.8% | -17.7% |
| 3M | -40.8% | -17.3% | -23.5% | -37.7% |
| 6M | -42.6% | -12.7% | -29.9% | -40.8% |
| YTD | -31.4% | -4.1% | -27.3% | -31.6% |
| 1Y | +144.9% | +21.2% | +123.7% | +126.0% |
| 3Y | -26.0% | +88.9% | -114.9% | -41.8% |
| 5Y | -48.5% | +93.1% | -141.6% | -58.5% |
| All | -53.4% | +124.1% | -177.5% | -62.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling