+410.8%
TFC vs CHRW
+4,173.0%
-3,762.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +2.4% | -1.4% | +3.8% | +2.9% |
| 30D | -1.3% | -3.5% | +2.2% | -0.2% |
| 3M | +6.1% | -19.4% | +25.5% | +12.9% |
| 6M | +7.3% | -21.4% | +28.7% | +14.6% |
| YTD | +8.2% | -7.1% | +15.3% | +8.1% |
| 1Y | +14.4% | +17.8% | -3.4% | +3.9% |
| 3Y | +93.7% | +78.8% | +14.9% | +46.4% |
| 5Y | +16.4% | +83.5% | -67.1% | -14.7% |
| 10Y | +101.6% | +160.2% | -58.7% | +27.0% |
| All | +410.8% | +4,173.0% | -3,762.2% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling