+14,758.1%
TSM vs CHRW
+4,173.0%
+10,585.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.5% |
| 7D | +2.7% | -1.4% | +4.1% | +3.2% |
| 30D | +3.6% | -3.5% | +7.1% | +4.7% |
| 3M | -3.4% | -19.4% | +16.0% | +2.7% |
| 6M | +20.6% | -21.4% | +42.0% | +28.2% |
| YTD | +41.9% | -7.1% | +49.0% | +40.5% |
| 1Y | +84.4% | +17.8% | +66.5% | +65.4% |
| 3Y | +380.2% | +78.8% | +301.4% | +253.7% |
| 5Y | +275.3% | +83.5% | +191.8% | +167.1% |
| 10Y | +1,751.4% | +160.2% | +1,591.1% | +1,009.5% |
| All | +14,758.1% | +4,173.0% | +10,585.1% | +2,986.4% |
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