-10.5%
TEM vs CHRW
-10.6%
+0.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -2.8% |
| 7D | -1.3% | +4.9% | -6.2% | -1.8% |
| 30D | -9.5% | -4.8% | -4.7% | -9.3% |
| 3M | +60.7% | -13.1% | +73.8% | +61.7% |
| 6M | +35.5% | -16.3% | +51.8% | +35.0% |
| YTD | +28.0% | -15.8% | +43.9% | +13.0% |
| 1Y | -10.5% | -11.1% | +0.6% | -28.0% |
| All | -10.5% | -10.6% | +0.1% | -28.0% |
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 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