-18.9%
CDW vs TSN
-22.4%
+3.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +3.2% | -6.3% | +9.5% | +4.2% |
| 30D | +9.3% | -10.8% | +20.1% | +11.3% |
| 3M | +9.8% | -8.8% | +18.5% | +11.2% |
| 6M | +23.3% | -16.8% | +40.2% | +26.7% |
| YTD | +13.7% | -10.0% | +23.6% | +14.7% |
| 1Y | -6.5% | -5.3% | -1.2% | -6.8% |
| 3Y | -25.2% | +8.5% | -33.8% | -29.2% |
| All | -18.9% | -22.4% | +3.5% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling