+5,097.7%
TT vs CHRW
+4,173.0%
+924.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.5% |
| 7D | 0.0% | -1.4% | +1.4% | +0.5% |
| 30D | -7.2% | -3.5% | -3.7% | -6.1% |
| 3M | -3.0% | -19.4% | +16.4% | +3.4% |
| 6M | +1.4% | -21.4% | +22.7% | +8.0% |
| YTD | +15.9% | -7.1% | +23.0% | +15.5% |
| 1Y | +9.4% | +17.8% | -8.4% | -0.6% |
| 3Y | +124.4% | +78.8% | +45.6% | +68.5% |
| 5Y | +138.0% | +83.5% | +54.5% | +72.8% |
| 10Y | +886.4% | +160.2% | +726.1% | +504.4% |
| All | +5,097.7% | +4,173.0% | +924.7% | +1,383.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling