+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 all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -0.2% | -1.4% | +1.2% | +0.3% |
| 30D | -7.4% | -3.5% | -3.9% | -6.3% |
| 3M | -3.2% | -19.4% | +16.2% | +3.1% |
| 6M | +1.1% | -21.4% | +22.5% | +7.8% |
| YTD | +15.6% | -7.1% | +22.8% | +15.2% |
| 1Y | +9.2% | +17.8% | -8.7% | -0.9% |
| 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 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