+397.7%
TFC vs CHRW
+3,633.2%
-3,235.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.9% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +9.2% | -9.4% | +18.5% | +12.5% |
| 3M | -2.9% | -13.3% | +10.4% | +1.0% |
| 6M | +3.5% | -24.2% | +27.7% | +11.3% |
| YTD | +5.4% | -18.9% | +24.3% | +9.5% |
| 1Y | +17.3% | -12.4% | +29.7% | +18.4% |
| 3Y | +96.7% | +72.2% | +24.4% | +49.1% |
| 5Y | -1.1% | +53.4% | -54.5% | -23.3% |
| 10Y | +84.7% | +127.0% | -42.2% | +21.1% |
| All | +397.7% | +3,633.2% | -3,235.5% | +60.2% |
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