+96.0%
TFC vs CHRW
+80.1%
+15.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | +2.3% | +7.3% | -5.0% | +0.8% |
| 30D | +10.8% | -3.6% | +14.4% | +11.3% |
| 3M | -3.8% | -9.6% | +5.8% | -2.3% |
| 6M | +9.6% | -17.0% | +26.6% | +12.0% |
| YTD | +5.8% | -15.4% | +21.2% | +7.2% |
| 1Y | +16.2% | -10.0% | +26.2% | +16.0% |
| 3Y | +96.0% | +82.2% | +13.8% | +61.8% |
| All | +96.0% | +80.1% | +15.8% | +61.8% |
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 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