+84.6%
TGT vs CHRW
+16.7%
+67.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.2% |
| 7D | +0.8% | -1.8% | +2.6% | +0.9% |
| 30D | +12.2% | -3.9% | +16.1% | +12.4% |
| 3M | +33.8% | -19.7% | +53.5% | +35.1% |
| 6M | +39.3% | -21.7% | +61.0% | +41.0% |
| YTD | +72.9% | -7.5% | +80.4% | +72.4% |
| 1Y | +84.6% | +17.3% | +67.2% | +82.0% |
| All | +84.6% | +16.7% | +67.8% | +82.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling