+66.7%
TEL vs CHRW
+85.4%
-18.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +1.2% | +4.1% | -2.8% | +0.4% |
| 30D | -4.1% | +1.9% | -6.0% | -4.5% |
| 3M | -2.6% | -21.2% | +18.6% | +1.3% |
| 6M | 0.0% | -16.7% | +16.7% | +2.4% |
| YTD | -9.1% | -5.4% | -3.7% | -10.0% |
| 1Y | -0.8% | +21.2% | -22.0% | -7.2% |
| All | +66.7% | +85.4% | -18.8% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling