+388.4%
TFC vs CHRW
+3,527.3%
-3,138.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.1% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | +8.3% | -7.3% | +15.6% | +10.7% |
| 3M | -5.2% | -14.2% | +9.0% | -1.0% |
| 6M | -0.8% | -25.1% | +24.3% | +7.1% |
| YTD | +3.4% | -21.2% | +24.6% | +8.5% |
| 1Y | +17.0% | -14.2% | +31.2% | +18.9% |
| 3Y | +86.2% | +63.5% | +22.7% | +43.8% |
| 5Y | -2.3% | +49.6% | -51.9% | -23.6% |
| 10Y | +93.9% | +129.4% | -35.5% | +26.7% |
| All | +388.4% | +3,527.3% | -3,138.9% | +58.7% |
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