+1,722.8%
TMO vs CHRW
+4,244.2%
-2,521.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.2% |
| 7D | +0.4% | +1.9% | -1.5% | -0.1% |
| 30D | +1.5% | +0.9% | +0.6% | +1.2% |
| 3M | +28.5% | -19.9% | +48.4% | +34.7% |
| 6M | +20.4% | -15.8% | +36.2% | +24.0% |
| YTD | +4.3% | -5.6% | +9.9% | +3.6% |
| 1Y | +24.1% | +21.0% | +3.1% | +14.6% |
| 3Y | +17.5% | +86.0% | -68.6% | -5.6% |
| 5Y | +6.8% | +88.6% | -81.8% | -15.9% |
| 10Y | +311.9% | +169.3% | +142.6% | +184.8% |
| All | +1,722.8% | +4,244.2% | -2,521.4% | +527.8% |
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