+234.7%
TMUS vs CHRW
+131.6%
+103.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.2% | +3.7% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +13.5% | -9.4% | +22.9% | +15.0% |
| 3M | -4.2% | -13.3% | +9.0% | -2.6% |
| 6M | -11.9% | -24.2% | +12.3% | -9.2% |
| YTD | -15.6% | -18.9% | +3.3% | -15.1% |
| 1Y | -16.8% | -12.4% | -4.4% | -17.7% |
| 3Y | +20.8% | +72.2% | -51.4% | -0.5% |
| 5Y | +48.0% | +53.4% | -5.3% | +22.3% |
| 10Y | +234.7% | +127.0% | +107.8% | +132.2% |
| All | +234.7% | +131.6% | +103.1% | +132.2% |
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