+1,753.6%
TSM vs CHRW
+168.2%
+1,585.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.9% |
| 7D | +6.0% | +1.9% | +4.1% | +5.5% |
| 30D | +4.5% | +0.9% | +3.6% | +4.2% |
| 3M | +3.1% | -19.9% | +23.0% | +8.2% |
| 6M | +30.2% | -15.8% | +46.0% | +33.9% |
| YTD | +45.2% | -5.6% | +50.8% | +43.1% |
| 1Y | +79.6% | +21.0% | +58.5% | +62.8% |
| 3Y | +411.0% | +86.0% | +325.0% | +288.2% |
| 5Y | +290.7% | +88.6% | +202.1% | +187.6% |
| 10Y | +1,753.6% | +169.3% | +1,584.3% | +1,080.7% |
| All | +1,753.6% | +168.2% | +1,585.4% | +1,080.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling