+265.7%
TSM vs CHRW
+58.8%
+206.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +6.2% | +7.3% | -1.1% | +5.1% |
| 30D | -7.3% | -3.6% | -3.7% | -6.9% |
| 3M | -7.1% | -9.6% | +2.5% | -6.2% |
| 6M | +0.2% | -17.0% | +17.2% | +1.9% |
| YTD | +32.2% | -15.4% | +47.7% | +32.5% |
| 1Y | +42.8% | -10.0% | +52.8% | +41.2% |
| 3Y | +330.4% | +82.2% | +248.2% | +248.3% |
| All | +265.7% | +58.8% | +206.9% | +231.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling