-10.4%
TSCO vs CHRW
+90.8%
-101.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.6% |
| 7D | -5.7% | +3.5% | -9.1% | -6.3% |
| 30D | -8.8% | +4.6% | -13.4% | -9.6% |
| 3M | +6.3% | -19.7% | +26.0% | +10.3% |
| 6M | -32.3% | -12.4% | -19.9% | -31.2% |
| YTD | -32.7% | -3.9% | -28.8% | -33.7% |
| 1Y | -43.7% | +18.4% | -62.1% | -47.5% |
| 3Y | -19.7% | +88.8% | -108.5% | -34.9% |
| All | -10.4% | +90.8% | -101.2% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling