+970.6%
CDW vs TCOM
+174.8%
+795.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +13.1% | +6.5% | +6.6% | +11.9% |
| 30D | +19.1% | +13.3% | +5.8% | +16.7% |
| 3M | +24.7% | -6.5% | +31.2% | +25.8% |
| 6M | +63.4% | -16.3% | +79.7% | +67.3% |
| YTD | +26.3% | -38.7% | +65.0% | +35.3% |
| 1Y | +20.6% | -40.1% | +60.7% | +29.6% |
| 3Y | -16.3% | +30.6% | -46.9% | -23.4% |
| 5Y | -3.9% | +45.8% | -49.7% | -18.3% |
| 10Y | +331.5% | +8.1% | +323.4% | +264.7% |
| All | +970.6% | +174.8% | +795.8% | +699.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling