+863.2%
CDW vs TCOM
+155.8%
+707.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +3.2% | -9.5% | +12.7% | +4.8% |
| 30D | +9.3% | -10.7% | +20.0% | +11.2% |
| 3M | +9.8% | -14.6% | +24.4% | +12.2% |
| 6M | +23.3% | -19.3% | +42.7% | +26.9% |
| YTD | +13.7% | -42.9% | +56.6% | +23.3% |
| 1Y | -6.5% | -43.8% | +37.3% | +1.6% |
| 3Y | -25.2% | +2.1% | -27.3% | -28.7% |
| 5Y | -19.5% | +31.2% | -50.7% | -30.4% |
| 10Y | +285.8% | -13.9% | +299.7% | +236.6% |
| All | +863.2% | +155.8% | +707.5% | +628.2% |
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 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