-25.0%
CDW vs TLN
+476.4%
-501.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -1.2% |
| 7D | +3.2% | +7.1% | -3.9% | +2.8% |
| 30D | +9.3% | -3.9% | +13.2% | +9.4% |
| 3M | +9.8% | -16.2% | +25.9% | +10.4% |
| 6M | +23.3% | -5.8% | +29.2% | +21.9% |
| YTD | +13.7% | -15.4% | +29.1% | +13.1% |
| 1Y | -6.5% | -16.7% | +10.2% | -6.8% |
| All | -25.0% | +476.4% | -501.4% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling