+957.3%
TT vs CHRW
+170.5%
+786.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.4% | +4.1% | -2.7% | +0.3% |
| 30D | -6.7% | +1.9% | -8.6% | -7.2% |
| 3M | -5.4% | -21.2% | +15.7% | 0.0% |
| 6M | +4.4% | -16.7% | +21.0% | +8.0% |
| YTD | +14.9% | -5.4% | +20.3% | +13.9% |
| 1Y | +9.3% | +21.2% | -11.9% | +0.1% |
| 3Y | +121.7% | +86.5% | +35.3% | +73.1% |
| 5Y | +148.2% | +93.0% | +55.1% | +86.3% |
| 10Y | +957.3% | +174.5% | +782.8% | +573.1% |
| All | +957.3% | +170.5% | +786.7% | +573.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling