+41.0%
TMUS vs CHRW
+49.0%
-8.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.0% |
| 7D | +3.6% | +0.6% | +3.0% | +3.5% |
| 30D | -3.4% | -7.3% | +3.9% | -3.1% |
| 3M | -9.5% | -14.2% | +4.7% | -8.9% |
| 6M | -15.2% | -25.1% | +9.9% | -14.3% |
| YTD | -18.9% | -21.2% | +2.2% | -19.0% |
| 1Y | -17.7% | -14.2% | -3.5% | -18.5% |
| 3Y | +15.6% | +63.5% | -47.9% | +4.5% |
| All | +41.0% | +49.0% | -8.0% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling