+16.3%
TFC vs CHRW
-12.5%
+28.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.4% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +9.2% | -9.4% | +18.5% | +10.7% |
| 3M | -2.9% | -13.3% | +10.4% | -1.0% |
| 6M | +3.5% | -24.2% | +27.7% | +6.6% |
| YTD | +5.4% | -18.9% | +24.3% | +5.5% |
| All | +16.3% | -12.5% | +28.8% | +13.5% |
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