-28.9%
CDW vs TCOM
+13.4%
-42.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.3% | -3.9% | -5.1% |
| 7D | -3.9% | -7.6% | +3.7% | -3.2% |
| 30D | +6.9% | -12.2% | +19.1% | +8.2% |
| 3M | +7.7% | -14.2% | +21.9% | +9.1% |
| 6M | +18.3% | -25.0% | +43.3% | +21.4% |
| YTD | +7.8% | -43.7% | +51.4% | +14.0% |
| 1Y | -12.2% | -44.5% | +32.4% | -6.9% |
| 3Y | -28.9% | +13.4% | -42.4% | -29.5% |
| All | -28.9% | +13.4% | -42.4% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling