-43.7%
TSCO vs CHRW
+21.9%
-65.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.5% |
| 7D | -5.7% | +3.5% | -9.1% | -5.9% |
| 30D | -8.8% | +4.6% | -13.4% | -9.1% |
| 3M | +6.3% | -19.7% | +26.0% | +7.5% |
| 6M | -32.3% | -12.4% | -19.9% | -32.2% |
| YTD | -32.7% | -3.9% | -28.8% | -33.1% |
| 1Y | -43.7% | +18.4% | -62.1% | -44.3% |
| All | -43.7% | +21.9% | -65.6% | -44.3% |
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 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