-23.8%
CDW vs TPG
+81.8%
-105.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.6% | +6.2% | +7.3% |
| 7D | +0.9% | -9.4% | +10.3% | +4.6% |
| 30D | +13.1% | -5.3% | +18.3% | +15.3% |
| 3M | +19.7% | +12.9% | +6.7% | +14.4% |
| 6M | +30.7% | +20.1% | +10.6% | +21.9% |
| YTD | +14.7% | -22.5% | +37.2% | +25.0% |
| 1Y | -5.3% | -19.7% | +14.4% | +1.5% |
| 3Y | -23.8% | +81.2% | -105.1% | -38.0% |
| All | -23.8% | +81.8% | -105.7% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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