-8.6%
TEL vs CHRW
-10.6%
+2.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.5% | +4.9% | -5.4% | -1.3% |
| 30D | +0.6% | -4.8% | +5.4% | +1.2% |
| 3M | +2.0% | -13.1% | +15.1% | +3.9% |
| 6M | +8.1% | -16.3% | +24.5% | +8.8% |
| YTD | -2.2% | -15.8% | +13.7% | -12.6% |
| 1Y | -8.6% | -11.1% | +2.5% | -23.1% |
| All | -8.6% | -10.6% | +2.0% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling