-40.9%
TSCO vs CHRW
+17.2%
-58.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +0.8% | -1.4% | +2.2% | +0.9% |
| 30D | +5.5% | -3.5% | +8.9% | +5.7% |
| 3M | +20.0% | -19.4% | +39.4% | +21.2% |
| 6M | -29.8% | -21.4% | -8.4% | -29.5% |
| YTD | -28.7% | -7.1% | -21.5% | -29.0% |
| 1Y | -40.9% | +17.8% | -58.7% | -43.2% |
| All | -40.9% | +17.2% | -58.2% | -43.2% |
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