+41.0%
TSM vs CHRW
-9.5%
+50.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +14.8% | +4.7% | +10.1% | +14.6% |
| 30D | -8.9% | -2.6% | -6.3% | -8.9% |
| 3M | -5.3% | -8.0% | +2.7% | -5.4% |
| 6M | +2.6% | -19.0% | +21.6% | +3.0% |
| YTD | +34.5% | -15.5% | +49.9% | +24.2% |
| 1Y | +41.0% | -10.8% | +51.8% | +27.7% |
| All | +41.0% | -9.5% | +50.5% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling