+301.5%
CDW vs TMF
-81.8%
+383.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.3% | -0.5% |
| 7D | +9.1% | -8.2% | +17.3% | +8.4% |
| 30D | +13.7% | +5.3% | +8.4% | +14.2% |
| 3M | +27.0% | -8.5% | +35.5% | +26.1% |
| 6M | +75.9% | -17.2% | +93.1% | +73.1% |
| YTD | +28.9% | -23.4% | +52.3% | +26.1% |
| 1Y | +19.6% | -30.2% | +49.9% | +16.1% |
| 3Y | -14.6% | -32.9% | +18.3% | -16.2% |
| 5Y | -3.2% | -88.5% | +85.4% | -27.0% |
| All | +301.5% | -81.8% | +383.4% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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