+4,783.4%
TT vs CHRW
+3,633.2%
+1,150.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.8% | -3.4% | +4.2% | +2.0% |
| 30D | -11.8% | -9.4% | -2.4% | -9.0% |
| 3M | -11.6% | -12.6% | +1.1% | -8.3% |
| 6M | -9.3% | -24.2% | +14.8% | -2.5% |
| YTD | +8.9% | -18.9% | +27.8% | +12.7% |
| 1Y | -2.2% | -13.7% | +11.4% | -1.1% |
| 3Y | +91.9% | +72.6% | +19.3% | +44.3% |
| 5Y | +136.0% | +55.6% | +80.4% | +80.1% |
| 10Y | +734.7% | +122.7% | +612.0% | +435.1% |
| All | +4,783.4% | +3,633.2% | +1,150.2% | +1,347.1% |
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 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