+12,940.7%
TSM vs CHRW
+3,527.3%
+9,413.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +7.1% |
| 7D | -7.6% | +0.6% | -8.1% | -7.7% |
| 30D | -20.5% | -7.3% | -13.2% | -18.8% |
| 3M | -10.0% | -14.2% | +4.2% | -6.2% |
| 6M | -10.1% | -25.1% | +15.0% | -3.3% |
| YTD | +24.5% | -21.2% | +45.7% | +29.2% |
| 1Y | +31.2% | -14.2% | +45.3% | +31.8% |
| 3Y | +322.0% | +63.5% | +258.5% | +216.6% |
| 5Y | +245.3% | +49.6% | +195.7% | +161.7% |
| 10Y | +1,465.8% | +129.4% | +1,336.5% | +868.9% |
| All | +12,940.7% | +3,527.3% | +9,413.4% | +2,737.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling