+18.3%
TMO vs CHRW
+87.9%
-69.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -2.5% | +4.4% | -6.8% | -3.0% |
| 30D | -0.3% | +5.5% | -5.8% | -1.0% |
| 3M | +25.3% | -17.3% | +42.5% | +28.0% |
| 6M | +20.9% | -12.7% | +33.5% | +22.1% |
| YTD | +4.3% | -4.1% | +8.4% | +3.5% |
| 1Y | +27.0% | +21.2% | +5.8% | +21.2% |
| All | +18.3% | +87.9% | -69.6% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling