-22.8%
CDW vs TD
+123.5%
-146.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.3% | -4.7% |
| 7D | -3.9% | +0.9% | -4.7% | -4.3% |
| 30D | +6.9% | -0.7% | +7.5% | +7.2% |
| 3M | +7.7% | +6.3% | +1.4% | +4.0% |
| 6M | +18.3% | +27.9% | -9.6% | +2.3% |
| YTD | +7.8% | +29.8% | -22.1% | -7.7% |
| 1Y | -12.2% | +63.7% | -75.8% | -34.2% |
| 3Y | -28.9% | +128.3% | -157.3% | -56.8% |
| 5Y | -22.8% | +125.5% | -148.3% | -55.4% |
| All | -22.8% | +123.5% | -146.3% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling