-12.6%
TLT vs CHRW
+128.6%
-141.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.1% | +7.3% | -10.4% | -2.8% |
| 30D | +1.0% | -3.6% | +4.6% | +0.9% |
| 3M | -2.7% | -9.6% | +6.9% | -3.0% |
| 6M | -4.1% | -17.0% | +12.9% | -4.7% |
| YTD | -5.4% | -15.4% | +10.1% | -5.6% |
| 1Y | -7.0% | -10.0% | +3.0% | -6.9% |
| 3Y | +2.8% | +82.2% | -79.3% | +8.2% |
| 5Y | -35.4% | +59.4% | -94.7% | -32.0% |
| All | -12.6% | +128.6% | -141.2% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling