+365.8%
TTD vs CHRW
+175.4%
+190.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.5% |
| 7D | +1.7% | +1.9% | -0.2% | +0.9% |
| 30D | +1.6% | +0.9% | +0.7% | +1.1% |
| 3M | -27.8% | -19.9% | -8.0% | -22.8% |
| 6M | -52.1% | -15.8% | -36.3% | -50.2% |
| YTD | -63.1% | -5.6% | -57.5% | -63.9% |
| 1Y | -73.1% | +21.0% | -94.1% | -76.8% |
| 3Y | -83.3% | +86.0% | -169.3% | -88.6% |
| 5Y | -80.6% | +88.6% | -169.2% | -86.8% |
| All | +365.8% | +175.4% | +190.4% | +190.8% |
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