-3.9%
CDW vs TMF
-88.9%
+84.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +3.0% |
| 7D | +13.1% | -1.1% | +14.1% | +13.1% |
| 30D | +19.1% | +11.8% | +7.3% | +18.8% |
| 3M | +24.7% | -4.0% | +28.8% | +24.8% |
| 6M | +63.4% | -16.5% | +79.9% | +63.6% |
| YTD | +26.3% | -19.9% | +46.2% | +26.6% |
| 1Y | +20.6% | -25.6% | +46.2% | +21.0% |
| 3Y | -16.3% | -29.9% | +13.6% | -16.4% |
| 5Y | -3.9% | -88.2% | +84.3% | -13.1% |
| All | -3.9% | -88.9% | +84.9% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling