+283.8%
CDW vs TMF
-86.8%
+370.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | +3.2% | -1.4% | +4.6% | +3.0% |
| 30D | +9.3% | -2.8% | +12.1% | +9.0% |
| 3M | +9.8% | -10.9% | +20.7% | +8.7% |
| 6M | +23.3% | -21.3% | +44.7% | +20.9% |
| YTD | +13.7% | -15.9% | +29.5% | +12.2% |
| 1Y | -6.5% | -15.7% | +9.3% | -7.6% |
| 3Y | -25.2% | -43.4% | +18.1% | -28.1% |
| 5Y | -19.5% | -87.8% | +68.3% | -38.4% |
| All | +283.8% | -86.8% | +370.5% | +239.0% |
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