+15.6%
TFC vs CHRW
+90.3%
-74.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.6% |
| 7D | +2.2% | +1.9% | +0.3% | +1.7% |
| 30D | -2.5% | +0.9% | -3.4% | -2.8% |
| 3M | +4.5% | -19.9% | +24.4% | +9.8% |
| 6M | +11.0% | -15.8% | +26.8% | +14.4% |
| YTD | +5.9% | -5.6% | +11.5% | +5.2% |
| 1Y | +14.6% | +21.0% | -6.5% | +5.1% |
| 3Y | +96.7% | +86.0% | +10.7% | +54.5% |
| 5Y | +15.6% | +88.6% | -73.1% | -6.4% |
| All | +15.6% | +90.3% | -74.7% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling