+269.4%
CDW vs TCOM
-12.7%
+282.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -0.9% |
| 7D | -4.2% | -10.2% | +5.9% | -2.5% |
| 30D | +4.9% | -16.8% | +21.7% | +8.2% |
| 3M | +7.3% | -16.7% | +24.0% | +10.3% |
| 6M | +19.2% | -27.1% | +46.3% | +25.2% |
| YTD | +6.2% | -45.5% | +51.7% | +17.0% |
| 1Y | -14.0% | -45.9% | +31.9% | -5.2% |
| 3Y | -30.0% | +9.8% | -39.7% | -34.7% |
| 5Y | -23.6% | +23.8% | -47.4% | -34.5% |
| 10Y | +269.4% | -10.8% | +280.2% | +212.2% |
| All | +269.4% | -12.7% | +282.1% | +212.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling