+373.1%
TSM vs CHRW
+78.9%
+294.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.8% |
| 7D | +2.7% | -1.4% | +4.1% | +2.8% |
| 30D | +3.6% | -3.5% | +7.1% | +3.9% |
| 3M | -3.4% | -19.4% | +16.0% | -1.7% |
| 6M | +20.6% | -21.4% | +42.0% | +22.9% |
| YTD | +41.9% | -7.1% | +49.0% | +41.4% |
| 1Y | +84.4% | +17.8% | +66.5% | +78.5% |
| All | +373.1% | +78.9% | +294.2% | +343.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling