-21.6%
CDW vs TPG
+78.6%
-100.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -0.1% |
| 7D | -4.2% | -6.5% | +2.3% | -2.0% |
| 30D | +4.9% | +0.1% | +4.8% | +4.9% |
| 3M | +7.3% | +14.5% | -7.2% | +2.2% |
| 6M | +19.2% | +17.3% | +1.8% | +12.2% |
| YTD | +6.2% | -20.5% | +26.7% | +13.7% |
| 1Y | -14.0% | -13.2% | -0.8% | -11.0% |
| 3Y | -30.0% | +87.7% | -117.7% | -45.1% |
| All | -21.6% | +78.6% | -100.2% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling