+17.2%
CDW vs TMF
-22.6%
+39.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.8% | +4.8% |
| 7D | +9.3% | +0.6% | +8.7% | +9.1% |
| 30D | +15.8% | +16.3% | -0.5% | +13.0% |
| 3M | +21.8% | -2.7% | +24.5% | +20.5% |
| 6M | +58.8% | -13.2% | +71.9% | +56.5% |
| YTD | +22.8% | -16.7% | +39.5% | +20.5% |
| All | +17.2% | -22.6% | +39.8% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling