+298.9%
CDW vs TKO
+1,121.1%
-822.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +9.3% | +2.3% | +7.0% | +8.7% |
| 30D | +14.4% | +13.4% | +1.0% | +10.9% |
| 3M | +21.4% | -1.7% | +23.1% | +21.7% |
| 6M | +72.8% | +7.2% | +65.6% | +69.2% |
| YTD | +28.0% | -5.4% | +33.4% | +28.7% |
| 1Y | +19.3% | +8.7% | +10.7% | +15.6% |
| 3Y | -15.3% | +150.4% | -165.7% | -35.2% |
| 5Y | -3.8% | +276.6% | -280.4% | -37.0% |
| All | +298.9% | +1,121.1% | -822.2% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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