-18.4%
TSCO vs CHRW
+87.9%
-106.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -3.1% | +4.4% | -7.5% | -3.6% |
| 30D | -4.4% | +5.5% | -9.9% | -5.0% |
| 3M | +9.7% | -17.3% | +26.9% | +11.6% |
| 6M | -32.4% | -12.7% | -19.8% | -31.8% |
| YTD | -31.7% | -4.1% | -27.5% | -32.2% |
| 1Y | -41.3% | +21.2% | -62.5% | -43.7% |
| All | -18.4% | +87.9% | -106.3% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling