+21.5%
CDW vs TCOM
-39.6%
+61.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.2% | +9.5% | +12.6% |
| 7D | +3.7% | +10.7% | -6.9% | +3.7% |
| 30D | +26.0% | +10.1% | +16.0% | +25.9% |
| 3M | +10.1% | -8.9% | +19.0% | +10.2% |
| 6M | +26.1% | -19.2% | +45.2% | +26.3% |
| YTD | +25.9% | -40.6% | +66.5% | +28.4% |
| 1Y | +21.5% | -39.0% | +60.6% | +22.6% |
| All | +21.5% | -39.6% | +61.2% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling