-22.8%
CDW vs TXG
-65.4%
+42.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.7% | -9.9% | -5.9% |
| 7D | -3.9% | +9.4% | -13.2% | -5.2% |
| 30D | +6.9% | +26.1% | -19.2% | +3.1% |
| 3M | +7.7% | +124.8% | -117.1% | -5.9% |
| 6M | +18.3% | +215.2% | -196.9% | -2.8% |
| YTD | +7.8% | +302.2% | -294.4% | -15.5% |
| 1Y | -12.2% | +370.9% | -383.1% | -33.8% |
| 3Y | -28.9% | +38.5% | -67.5% | -38.9% |
| 5Y | -22.8% | -64.4% | +41.6% | -27.3% |
| All | -22.8% | -65.4% | +42.6% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling