-25.1%
CDW vs TSN
+10.8%
-35.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | +3.2% | -6.3% | +9.5% | +3.5% |
| 30D | +9.3% | -10.8% | +20.1% | +10.1% |
| 3M | +9.8% | -8.8% | +18.5% | +10.3% |
| 6M | +23.3% | -16.8% | +40.2% | +24.6% |
| YTD | +13.7% | -10.0% | +23.6% | +13.8% |
| 1Y | -6.5% | -5.3% | -1.2% | -7.0% |
| All | -25.1% | +10.8% | -35.9% | -29.8% |
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