+1,094.7%
TTMI vs CHRW
+170.5%
+924.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.2% | -4.0% |
| 7D | +7.5% | +4.1% | +3.4% | +6.2% |
| 30D | -4.5% | +1.9% | -6.4% | -4.9% |
| 3M | -28.5% | -21.2% | -7.4% | -23.8% |
| 6M | +28.4% | -16.7% | +45.0% | +33.3% |
| YTD | +80.1% | -5.4% | +85.4% | +78.2% |
| 1Y | +161.0% | +21.2% | +139.9% | +136.0% |
| 3Y | +862.4% | +86.5% | +776.0% | +620.3% |
| 5Y | +812.9% | +93.0% | +719.9% | +561.0% |
| 10Y | +1,094.7% | +174.5% | +920.2% | +650.5% |
| All | +1,094.7% | +170.5% | +924.2% | +650.5% |
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 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