+4.0%
CDW vs TLN
+733.8%
-729.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | +9.1% | +22.3% | -13.2% | +8.2% |
| 30D | +13.7% | +1.2% | +12.5% | +13.6% |
| 3M | +27.0% | +5.9% | +21.1% | +26.4% |
| 6M | +75.9% | +3.2% | +72.7% | +74.4% |
| YTD | +28.9% | +3.2% | +25.7% | +26.8% |
| 1Y | +19.6% | +5.2% | +14.4% | +17.2% |
| 3Y | -14.6% | +606.3% | -620.9% | -24.4% |
| All | +4.0% | +733.8% | -729.8% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling