-21.5%
CDW vs TPG
+71.4%
-92.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.5% |
| 7D | -7.4% | -11.8% | +4.5% | -3.3% |
| 30D | +5.8% | -6.3% | +12.1% | +8.2% |
| 3M | +10.8% | +13.6% | -2.8% | +5.8% |
| 6M | +21.5% | +13.8% | +7.6% | +15.5% |
| YTD | +6.4% | -23.7% | +30.1% | +15.5% |
| 1Y | -14.8% | -18.2% | +3.4% | -10.0% |
| 3Y | -29.9% | +80.1% | -110.0% | -44.3% |
| All | -21.5% | +71.4% | -92.9% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling