+8.2%
TT vs CHRW
+20.6%
-12.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +1.6% | +1.9% | -0.4% | +1.2% |
| 30D | -7.3% | +0.9% | -8.2% | -7.5% |
| 3M | -2.6% | -19.9% | +17.3% | +0.4% |
| 6M | +5.9% | -15.8% | +21.7% | +8.0% |
| YTD | +15.4% | -5.6% | +21.0% | +13.6% |
| 1Y | +8.2% | +21.0% | -12.8% | +3.0% |
| All | +8.2% | +20.6% | -12.3% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling