-9.3%
CDW vs TMF
-88.0%
+78.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +2.1% | +1.2% | +0.9% | +2.1% |
| 30D | +14.7% | +19.7% | -5.0% | +14.3% |
| 3M | +11.1% | -2.1% | +13.2% | +11.1% |
| 6M | +45.6% | -13.4% | +59.0% | +45.7% |
| YTD | +17.1% | -16.7% | +33.8% | +17.2% |
| 1Y | +13.2% | -23.3% | +36.5% | +13.4% |
| 3Y | -22.2% | -24.8% | +2.6% | -22.4% |
| All | -9.3% | -88.0% | +78.7% | -17.9% |
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