+18.0%
TPR vs CHRW
+18.6%
-0.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -2.3% | -1.4% | -0.9% | -2.2% |
| 30D | -23.0% | -3.5% | -19.5% | -22.7% |
| 3M | -12.5% | -19.4% | +6.9% | -10.7% |
| 6M | -21.4% | -21.4% | -0.1% | -19.9% |
| YTD | -3.5% | -7.1% | +3.6% | -4.7% |
| All | +18.0% | +18.6% | -0.6% | +15.2% |
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