+97.2%
TFC vs CHRW
+170.5%
-73.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.3% | +4.1% | -5.4% | -2.7% |
| 30D | -2.3% | +1.9% | -4.2% | -3.1% |
| 3M | +2.5% | -21.2% | +23.6% | +9.9% |
| 6M | +9.5% | -16.7% | +26.1% | +14.3% |
| YTD | +5.1% | -5.4% | +10.4% | +3.9% |
| 1Y | +15.5% | +21.2% | -5.7% | +2.8% |
| 3Y | +95.2% | +86.5% | +8.7% | +40.9% |
| 5Y | +14.5% | +93.0% | -78.6% | -21.4% |
| 10Y | +97.2% | +174.5% | -77.3% | +9.8% |
| All | +97.2% | +170.5% | -73.4% | +9.8% |
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