+16,818.8%
TSCO vs CHRW
+4,173.0%
+12,645.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +0.8% | -1.4% | +2.2% | +1.2% |
| 30D | +5.5% | -3.5% | +8.9% | +6.4% |
| 3M | +20.0% | -19.4% | +39.4% | +26.4% |
| 6M | -29.8% | -21.4% | -8.4% | -25.8% |
| YTD | -28.7% | -7.1% | -21.5% | -29.0% |
| 1Y | -40.9% | +17.8% | -58.7% | -45.7% |
| 3Y | -15.9% | +78.8% | -94.7% | -34.0% |
| 5Y | -3.5% | +83.5% | -87.0% | -25.9% |
| 10Y | +142.2% | +160.2% | -18.0% | +61.9% |
| All | +16,818.8% | +4,173.0% | +12,645.8% | +6,025.8% |
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