+843.5%
TTMI vs CHRW
+90.3%
+753.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.6% |
| 7D | +12.2% | +1.9% | +10.2% | +11.6% |
| 30D | -5.7% | +0.9% | -6.7% | -5.9% |
| 3M | -27.5% | -19.9% | -7.6% | -23.7% |
| 6M | +47.1% | -15.8% | +62.9% | +51.7% |
| YTD | +87.5% | -5.6% | +93.0% | +85.7% |
| 1Y | +175.2% | +21.0% | +154.2% | +151.8% |
| 3Y | +901.9% | +86.0% | +815.9% | +662.6% |
| 5Y | +843.5% | +88.6% | +754.8% | +620.2% |
| All | +843.5% | +90.3% | +753.2% | +620.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling