+84.7%
TFC vs CHRW
+131.6%
-46.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.9% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +9.2% | -9.4% | +18.5% | +12.3% |
| 3M | -2.9% | -13.3% | +10.4% | +0.9% |
| 6M | +3.5% | -24.2% | +27.7% | +11.0% |
| YTD | +5.4% | -18.9% | +24.3% | +8.9% |
| 1Y | +17.3% | -12.4% | +29.7% | +17.6% |
| 3Y | +96.7% | +72.2% | +24.4% | +43.7% |
| 5Y | -1.1% | +53.4% | -54.5% | -26.1% |
| 10Y | +84.7% | +127.0% | -42.2% | +12.2% |
| All | +84.7% | +131.6% | -46.9% | +12.2% |
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