+863.2%
CDW vs TD
+407.2%
+456.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.2% |
| 7D | +3.2% | +0.3% | +2.9% | +3.0% |
| 30D | +9.3% | +0.4% | +8.9% | +9.0% |
| 3M | +9.8% | +7.6% | +2.2% | +4.6% |
| 6M | +23.3% | +25.0% | -1.7% | +6.2% |
| YTD | +13.7% | +31.0% | -17.4% | -5.0% |
| 1Y | -6.5% | +65.2% | -71.7% | -32.4% |
| 3Y | -25.2% | +122.5% | -147.7% | -55.9% |
| 5Y | -19.5% | +124.8% | -144.3% | -53.3% |
| 10Y | +285.8% | +298.2% | -12.4% | +58.3% |
| All | +863.2% | +407.2% | +456.0% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling