-15.3%
CDW vs TMF
-32.2%
+16.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +9.3% | -9.3% | +18.6% | +9.8% |
| 30D | +14.4% | +1.9% | +12.4% | +14.3% |
| 3M | +21.4% | -11.2% | +32.6% | +21.7% |
| 6M | +72.8% | -17.7% | +90.5% | +73.3% |
| YTD | +28.0% | -24.5% | +52.5% | +28.5% |
| 1Y | +19.3% | -29.4% | +48.8% | +19.9% |
| 3Y | -15.3% | -33.4% | +18.1% | -15.6% |
| All | -15.3% | -32.2% | +16.9% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling