-15.3%
CDW vs TSN
+41.9%
-57.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | +9.3% | -1.4% | +10.8% | +9.5% |
| 30D | +14.4% | +8.5% | +5.9% | +13.7% |
| 3M | +21.4% | +5.3% | +16.1% | +20.8% |
| 6M | +72.8% | -10.5% | +83.3% | +74.1% |
| YTD | +28.0% | +3.0% | +25.1% | +26.9% |
| 1Y | +19.3% | +12.1% | +7.2% | +17.1% |
| 3Y | -15.3% | +43.1% | -58.4% | -21.0% |
| All | -15.3% | +41.9% | -57.2% | -21.0% |
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