-20.7%
TLT vs CHRW
+168.2%
-188.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.1% |
| 7D | +0.4% | +1.9% | -1.5% | +0.5% |
| 30D | -0.3% | +0.9% | -1.2% | -0.2% |
| 3M | -1.7% | -19.9% | +18.1% | -2.6% |
| 6M | -4.9% | -15.8% | +10.9% | -5.5% |
| YTD | -2.8% | -5.6% | +2.8% | -2.7% |
| 1Y | -4.2% | +21.0% | -25.2% | -2.6% |
| 3Y | -1.1% | +86.0% | -87.1% | +3.7% |
| 5Y | -33.7% | +88.6% | -122.3% | -29.4% |
| 10Y | -20.7% | +169.3% | -190.0% | -9.7% |
| All | -20.7% | +168.2% | -188.9% | -9.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling