+1,502.2%
TSM vs CHRW
+131.6%
+1,370.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +2.8% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | -14.3% | -9.4% | -4.9% | -12.4% |
| 3M | -7.2% | -13.3% | +6.0% | -4.7% |
| 6M | -5.1% | -24.2% | +19.0% | -0.3% |
| YTD | +28.9% | -18.9% | +47.8% | +30.9% |
| 1Y | +37.1% | -12.4% | +49.4% | +36.0% |
| 3Y | +341.5% | +72.2% | +269.2% | +236.6% |
| 5Y | +245.7% | +53.4% | +192.3% | +168.9% |
| 10Y | +1,502.2% | +127.0% | +1,375.3% | +1,016.2% |
| All | +1,502.2% | +131.6% | +1,370.6% | +1,016.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling