+42.0%
TMUS vs CHRW
+83.1%
-41.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.5% | -3.5% |
| 7D | +0.1% | -1.4% | +1.5% | +0.2% |
| 30D | +5.3% | -3.5% | +8.7% | +5.4% |
| 3M | +3.1% | -19.4% | +22.5% | +4.2% |
| 6M | -16.5% | -21.4% | +4.9% | -15.5% |
| YTD | -9.2% | -7.1% | -2.0% | -9.9% |
| 1Y | -26.5% | +17.8% | -44.3% | -29.1% |
| 3Y | +39.0% | +78.8% | -39.8% | +26.2% |
| All | +42.0% | +83.1% | -41.1% | +28.9% |
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 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