+133.5%
TT vs CHRW
+62.5%
+71.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +8.1% | +4.7% | +3.3% | +7.1% |
| 30D | -11.3% | -2.6% | -8.7% | -11.0% |
| 3M | -11.2% | -8.0% | -3.2% | -10.3% |
| 6M | -8.9% | -19.0% | +10.1% | -6.3% |
| YTD | +9.7% | -15.5% | +25.2% | +10.9% |
| 1Y | +1.3% | -10.8% | +12.1% | +1.1% |
| 3Y | +93.4% | +79.8% | +13.5% | +61.3% |
| 5Y | +133.5% | +59.3% | +74.3% | +100.5% |
| All | +133.5% | +62.5% | +71.1% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling