-12.2%
CDW vs TLN
-16.8%
+4.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.8% | -8.0% | -5.0% |
| 7D | -3.9% | +10.9% | -14.8% | -3.2% |
| 30D | +6.9% | -6.3% | +13.2% | +6.5% |
| 3M | +7.7% | -10.7% | +18.4% | +6.7% |
| 6M | +18.3% | +1.6% | +16.7% | +15.9% |
| YTD | +7.8% | -13.1% | +20.8% | +6.5% |
| 1Y | -12.2% | -15.1% | +2.9% | -12.2% |
| All | -12.2% | -16.8% | +4.6% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling