-10.3%
TSCO vs CHRW
+58.8%
-69.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +0.3% | +7.3% | -7.0% | -1.1% |
| 30D | +11.3% | -3.6% | +14.9% | +11.9% |
| 3M | +1.5% | -9.6% | +11.1% | +2.9% |
| 6M | +24.0% | -17.0% | +41.0% | +26.5% |
| YTD | -25.7% | -15.4% | -10.3% | -25.3% |
| 1Y | -33.6% | -10.0% | -23.6% | -34.2% |
| 3Y | -1.5% | +82.2% | -83.7% | -21.2% |
| All | -10.3% | +58.8% | -69.1% | -22.6% |
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 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