+10.6%
TMO vs CHRW
+90.8%
-80.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.6% | +3.5% | -4.1% | -1.3% |
| 30D | +1.1% | +4.6% | -3.5% | +0.3% |
| 3M | +28.3% | -19.7% | +48.0% | +32.9% |
| 6M | +23.3% | -12.4% | +35.7% | +25.0% |
| YTD | +5.5% | -3.9% | +9.4% | +4.3% |
| 1Y | +24.5% | +18.4% | +6.2% | +17.3% |
| 3Y | +19.6% | +88.8% | -69.3% | -1.2% |
| All | +10.6% | +90.8% | -80.2% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling