+4.2%
CDW vs TLN
+716.6%
-712.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +2.0% |
| 7D | +2.6% | +15.9% | -13.3% | +1.9% |
| 30D | +20.4% | -0.3% | +20.7% | +20.3% |
| 3M | +28.5% | +5.8% | +22.6% | +27.8% |
| 6M | +70.6% | -1.2% | +71.8% | +69.6% |
| YTD | +29.1% | +1.0% | +28.1% | +27.1% |
| 1Y | +23.8% | +1.1% | +22.7% | +21.7% |
| 3Y | -14.5% | +591.7% | -606.2% | -24.2% |
| All | +4.2% | +716.6% | -712.4% | -7.3% |
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