-12.5%
TLT vs CHRW
+131.6%
-144.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | +0.2% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +5.1% | -9.4% | +14.5% | +4.7% |
| 3M | -0.2% | -13.3% | +13.1% | -0.7% |
| 6M | -2.9% | -24.2% | +21.2% | -3.8% |
| YTD | -2.7% | -18.9% | +16.2% | -3.1% |
| 1Y | -4.6% | -12.4% | +7.8% | -4.6% |
| 3Y | +6.1% | +72.2% | -66.2% | +11.3% |
| 5Y | -35.1% | +53.4% | -88.5% | -31.8% |
| 10Y | -12.5% | +127.0% | -139.4% | -0.4% |
| All | -12.5% | +131.6% | -144.1% | -0.4% |
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