+309.3%
TEL vs CHRW
+183.1%
+126.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.3% | +3.5% |
| 7D | +1.6% | +3.5% | -1.9% | +0.4% |
| 30D | -0.7% | +4.6% | -5.3% | -2.2% |
| 3M | +2.4% | -19.7% | +22.1% | +8.9% |
| 6M | +4.1% | -12.4% | +16.5% | +6.8% |
| YTD | -5.8% | -3.9% | -1.9% | -7.7% |
| 1Y | +0.9% | +18.4% | -17.5% | -9.3% |
| 3Y | +72.6% | +88.8% | -16.2% | +24.9% |
| 5Y | +57.5% | +93.5% | -36.0% | +9.4% |
| All | +309.3% | +183.1% | +126.2% | +142.5% |
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 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