+104.5%
TFC vs CHRW
+81.1%
+23.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +2.4% | -1.4% | +3.8% | +2.7% |
| 30D | -1.3% | -3.5% | +2.2% | -0.6% |
| 3M | +6.1% | -19.4% | +25.5% | +10.2% |
| 6M | +7.3% | -21.4% | +28.7% | +11.8% |
| YTD | +8.2% | -7.1% | +15.3% | +8.1% |
| 1Y | +14.4% | +17.8% | -3.4% | +7.7% |
| All | +104.5% | +81.1% | +23.5% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling