-22.2%
CDW vs TSN
+42.3%
-64.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +2.1% | +4.6% | -2.5% | +1.7% |
| 30D | +14.7% | +15.4% | -0.7% | +13.6% |
| 3M | +11.1% | +2.9% | +8.2% | +10.8% |
| 6M | +45.6% | -10.8% | +56.4% | +46.7% |
| YTD | +17.1% | +4.5% | +12.6% | +15.9% |
| 1Y | +13.2% | +19.5% | -6.4% | +10.2% |
| 3Y | -22.2% | +42.2% | -64.4% | -27.1% |
| All | -22.2% | +42.3% | -64.5% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling