+244.6%
TMUS vs CHRW
+131.8%
+112.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.3% |
| 7D | +8.2% | -0.1% | +8.2% | +8.1% |
| 30D | +13.4% | -4.3% | +17.6% | +13.9% |
| 3M | -3.0% | -7.4% | +4.4% | -2.4% |
| 6M | -8.8% | -20.7% | +11.9% | -6.6% |
| YTD | -13.8% | -15.9% | +2.0% | -13.8% |
| 1Y | -17.1% | -9.9% | -7.2% | -18.3% |
| 3Y | +22.7% | +79.0% | -56.3% | +0.4% |
| 5Y | +52.8% | +61.3% | -8.5% | +24.9% |
| 10Y | +244.6% | +128.5% | +116.1% | +132.9% |
| All | +244.6% | +131.8% | +112.9% | +132.9% |
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