+411.3%
TTMI vs CHRW
+128.5%
+282.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.2% |
| 7D | +22.6% | +4.7% | +17.9% | +21.1% |
| 30D | -34.3% | -2.6% | -31.7% | -34.1% |
| 3M | -44.8% | -8.0% | -36.8% | -44.0% |
| 6M | -53.3% | -19.0% | -34.3% | -51.4% |
| YTD | +10.6% | -15.5% | +26.0% | +11.9% |
| 1Y | +8.2% | -10.8% | +19.0% | +7.7% |
| 3Y | +435.7% | +79.8% | +355.9% | +299.1% |
| 5Y | +434.2% | +59.3% | +374.9% | +309.2% |
| All | +411.3% | +128.5% | +282.7% | +256.4% |
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