+17,524.7%
TSCO vs CHRW
+3,791.5%
+13,733.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +0.3% | +7.3% | -7.0% | -1.8% |
| 30D | +11.3% | -3.6% | +14.9% | +12.2% |
| 3M | +1.5% | -9.6% | +11.1% | +3.6% |
| 6M | +24.0% | -17.0% | +41.0% | +28.3% |
| YTD | -25.7% | -15.4% | -10.3% | -24.5% |
| 1Y | -33.6% | -10.0% | -23.6% | -33.8% |
| 3Y | -1.5% | +82.2% | -83.7% | -23.8% |
| 5Y | -9.6% | +59.4% | -69.0% | -28.1% |
| 10Y | +200.8% | +129.7% | +71.0% | +107.0% |
| All | +17,524.7% | +3,791.5% | +13,733.2% | +6,408.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling