+131.2%
TLT vs CHRW
+1,471.5%
-1,340.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.3% |
| 7D | -0.4% | -1.4% | +1.0% | -0.5% |
| 30D | -0.6% | -3.5% | +2.9% | -0.8% |
| 3M | -2.7% | -19.4% | +16.7% | -4.2% |
| 6M | -5.6% | -21.4% | +15.7% | -7.2% |
| YTD | -2.8% | -7.1% | +4.4% | -2.8% |
| 1Y | -1.4% | +17.8% | -19.3% | +0.9% |
| 3Y | -1.6% | +78.8% | -80.4% | +5.6% |
| 5Y | -33.8% | +83.5% | -117.3% | -28.1% |
| 10Y | -21.1% | +160.2% | -181.4% | -8.9% |
| All | +131.2% | +1,471.5% | -1,340.2% | +243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling