+994.1%
CDW vs TD
+421.9%
+572.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | +2.6% | -3.1% | +5.6% | +4.6% |
| 30D | +20.4% | +6.7% | +13.7% | +16.3% |
| 3M | +28.5% | +3.1% | +25.4% | +26.5% |
| 6M | +70.6% | +17.6% | +53.0% | +54.1% |
| YTD | +29.1% | +34.8% | -5.7% | +6.4% |
| 1Y | +23.8% | +55.6% | -31.8% | -6.8% |
| 3Y | -14.5% | +133.1% | -147.6% | -50.7% |
| 5Y | -1.6% | +104.7% | -106.2% | -39.0% |
| 10Y | +322.0% | +303.6% | +18.5% | +72.1% |
| All | +994.1% | +421.9% | +572.2% | +241.1% |
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