+285.8%
TEL vs CHRW
+128.6%
+157.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +4.5% | +7.3% | -2.8% | +2.1% |
| 30D | +2.9% | -3.6% | +6.5% | +3.9% |
| 3M | +1.1% | -9.6% | +10.7% | +3.7% |
| 6M | +5.0% | -17.0% | +22.0% | +9.1% |
| YTD | -3.9% | -15.4% | +11.5% | -2.4% |
| 1Y | -7.4% | -10.0% | +2.5% | -8.2% |
| 3Y | +81.0% | +82.2% | -1.2% | +30.3% |
| 5Y | +42.3% | +59.4% | -17.1% | +5.8% |
| All | +285.8% | +128.6% | +157.1% | +144.1% |
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 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