+65.8%
CDW vs TXG
+14.9%
+50.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +2.4% |
| 7D | +2.6% | -8.1% | +10.7% | +3.7% |
| 30D | +20.4% | -17.5% | +37.9% | +23.1% |
| 3M | +28.5% | +6.1% | +22.4% | +25.5% |
| 6M | +70.6% | +202.7% | -132.1% | +40.6% |
| YTD | +29.1% | +280.4% | -251.4% | +1.1% |
| 1Y | +23.8% | +274.0% | -250.2% | -3.1% |
| 3Y | -14.5% | +74.9% | -89.4% | -29.6% |
| 5Y | -1.6% | -63.0% | +61.5% | -5.4% |
| All | +65.8% | +14.9% | +50.9% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling