-11.4%
TLT vs CHRW
+131.8%
-143.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.6% | +0.2% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | +4.1% | -4.3% | +8.4% | +4.0% |
| 3M | -0.4% | -7.4% | +7.1% | -0.6% |
| 6M | -3.2% | -20.7% | +17.5% | -3.9% |
| YTD | -3.5% | -15.9% | +12.3% | -3.8% |
| 1Y | -5.8% | -9.9% | +4.1% | -5.7% |
| 3Y | +4.6% | +79.0% | -74.4% | +9.9% |
| 5Y | -34.4% | +61.3% | -95.7% | -30.8% |
| 10Y | -11.4% | +128.5% | -140.0% | -0.9% |
| All | -11.4% | +131.8% | -143.2% | -0.9% |
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