+309.1%
TMUS vs CHRW
+168.2%
+140.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -0.3% | +1.9% | -2.2% | -0.6% |
| 30D | +3.1% | +0.9% | +2.2% | +2.9% |
| 3M | +2.4% | -19.9% | +22.3% | +5.5% |
| 6M | -17.1% | -15.8% | -1.3% | -15.6% |
| YTD | -9.1% | -5.6% | -3.5% | -10.3% |
| 1Y | -23.6% | +21.0% | -44.7% | -28.9% |
| 3Y | +38.8% | +86.0% | -47.2% | +14.2% |
| 5Y | +43.0% | +88.6% | -45.7% | +13.3% |
| 10Y | +309.1% | +169.3% | +139.8% | +165.4% |
| All | +309.1% | +168.2% | +140.9% | +165.4% |
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 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