+266.1%
CDW vs TSN
-9.5%
+275.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -5.7% |
| 7D | -3.9% | -5.0% | +1.2% | -2.6% |
| 30D | +6.9% | -9.1% | +16.0% | +9.6% |
| 3M | +7.7% | -7.4% | +15.1% | +9.7% |
| 6M | +18.3% | -13.4% | +31.7% | +22.2% |
| YTD | +7.8% | -8.5% | +16.2% | +9.2% |
| 1Y | -12.2% | -3.2% | -9.0% | -12.8% |
| 3Y | -28.9% | +11.5% | -40.4% | -34.1% |
| 5Y | -22.8% | -19.5% | -3.3% | -20.8% |
| 10Y | +266.1% | -9.1% | +275.2% | +241.3% |
| All | +266.1% | -9.5% | +275.6% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling