+901.2%
CDW vs TMF
-71.6%
+972.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.7% | -6.1% |
| 7D | -4.1% | +2.7% | -6.8% | -3.9% |
| 30D | +16.7% | +19.3% | -2.6% | +18.6% |
| 3M | +13.6% | -3.7% | +17.3% | +13.1% |
| 6M | +17.0% | -11.3% | +28.3% | +15.7% |
| YTD | +18.1% | -16.6% | +34.7% | +16.3% |
| 1Y | +10.5% | -21.1% | +31.6% | +8.1% |
| 3Y | -20.9% | -26.8% | +5.9% | -21.9% |
| 5Y | -9.3% | -88.0% | +78.7% | -29.8% |
| 10Y | +310.6% | -84.7% | +395.3% | +250.5% |
| All | +901.2% | -71.6% | +972.9% | +834.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling