-16.3%
TMUS vs CHRW
-12.5%
-3.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.2% | +4.3% |
| 7D | +5.3% | +0.2% | +5.1% | +5.4% |
| 30D | +13.5% | -9.4% | +22.9% | +13.0% |
| 3M | -4.2% | -13.3% | +9.0% | -4.9% |
| 6M | -11.9% | -24.2% | +12.3% | -13.3% |
| YTD | -15.6% | -18.9% | +3.3% | -17.0% |
| All | -16.3% | -12.5% | -3.8% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling