+863.2%
CDW vs TSN
+171.5%
+691.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +3.2% | -6.3% | +9.5% | +4.7% |
| 30D | +9.3% | -10.8% | +20.1% | +12.3% |
| 3M | +9.8% | -8.8% | +18.5% | +12.0% |
| 6M | +23.3% | -16.8% | +40.2% | +28.2% |
| YTD | +13.7% | -10.0% | +23.6% | +15.6% |
| 1Y | -6.5% | -5.3% | -1.2% | -6.4% |
| 3Y | -25.2% | +8.5% | -33.8% | -29.1% |
| 5Y | -19.5% | -22.9% | +3.4% | -16.6% |
| 10Y | +285.8% | -12.6% | +298.5% | +266.8% |
| All | +863.2% | +171.5% | +691.8% | +755.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling