+275.3%
TMUS vs CHRW
+280.6%
-5.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.6% |
| 7D | +3.6% | +0.6% | +3.0% | +3.2% |
| 30D | -3.4% | -7.3% | +3.9% | -1.6% |
| 3M | -9.5% | -14.2% | +4.7% | -6.0% |
| 6M | -15.2% | -25.1% | +9.9% | -9.4% |
| YTD | -18.9% | -21.2% | +2.2% | -16.8% |
| 1Y | -17.7% | -14.2% | -3.5% | -18.3% |
| 3Y | +15.6% | +63.5% | -47.9% | -15.8% |
| 5Y | +38.9% | +49.6% | -10.7% | +0.2% |
| 10Y | +245.3% | +129.4% | +115.9% | +87.8% |
| All | +275.3% | +280.6% | -5.3% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling