-28.9%
CDW vs TXG
+31.6%
-60.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.7% | -9.9% | -5.8% |
| 7D | -3.9% | +9.4% | -13.2% | -5.0% |
| 30D | +6.9% | +26.1% | -19.2% | +3.5% |
| 3M | +7.7% | +124.8% | -117.1% | -4.9% |
| 6M | +18.3% | +215.2% | -196.9% | -1.4% |
| YTD | +7.8% | +302.2% | -294.4% | -14.3% |
| 1Y | -12.2% | +370.9% | -383.1% | -32.8% |
| 3Y | -28.9% | +38.5% | -67.5% | -41.0% |
| All | -28.9% | +31.6% | -60.6% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling