-0.9%
CDW vs TLN
+683.0%
-683.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.2% | -2.4% | +4.5% |
| 7D | +9.3% | +9.1% | +0.3% | +8.8% |
| 30D | +15.8% | -4.1% | +19.9% | +15.9% |
| 3M | +21.8% | +4.4% | +17.4% | +21.2% |
| 6M | +58.8% | -6.0% | +64.8% | +58.2% |
| YTD | +22.8% | -3.1% | +25.9% | +21.1% |
| 1Y | +17.9% | -6.1% | +24.0% | +16.6% |
| 3Y | -17.4% | +575.3% | -592.8% | -26.7% |
| All | -0.9% | +683.0% | -683.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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