-17.3%
TEM vs CHRW
+16.7%
-34.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +0.9% | -1.8% | +2.7% | +1.1% |
| 30D | +38.4% | -3.9% | +42.3% | +39.1% |
| 3M | +23.7% | -19.7% | +43.4% | +27.5% |
| 6M | +26.0% | -21.7% | +47.7% | +30.0% |
| YTD | +9.4% | -7.5% | +17.0% | +9.7% |
| 1Y | -17.3% | +17.3% | -34.6% | -18.6% |
| All | -17.3% | +16.7% | -34.0% | -18.6% |
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