+269.4%
CDW vs TD
+295.5%
-26.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -0.8% |
| 7D | -4.2% | -1.9% | -2.3% | -3.0% |
| 30D | +4.9% | -1.6% | +6.5% | +5.9% |
| 3M | +7.3% | +4.6% | +2.7% | +3.8% |
| 6M | +19.2% | +26.8% | -7.6% | +1.0% |
| YTD | +6.2% | +28.3% | -22.1% | -10.8% |
| 1Y | -14.0% | +60.4% | -74.5% | -37.7% |
| 3Y | -30.0% | +125.7% | -155.7% | -60.2% |
| 5Y | -23.6% | +122.4% | -145.9% | -56.7% |
| 10Y | +269.4% | +297.1% | -27.7% | +45.3% |
| All | +269.4% | +295.5% | -26.1% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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