+36.6%
CDW vs TXG
+22.9%
+13.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.4% |
| 7D | -7.4% | +5.0% | -12.4% | -8.1% |
| 30D | +5.8% | +13.5% | -7.7% | +3.7% |
| 3M | +10.8% | +128.0% | -117.2% | -3.2% |
| 6M | +21.5% | +224.4% | -203.0% | -0.3% |
| YTD | +6.4% | +307.0% | -300.6% | -16.4% |
| 1Y | -14.8% | +427.2% | -442.0% | -36.5% |
| 3Y | -29.9% | +40.2% | -70.0% | -39.7% |
| 5Y | -22.9% | -64.0% | +41.2% | -24.9% |
| All | +36.6% | +22.9% | +13.7% | +4.1% |
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