+529.5%
TDG vs CDW
+271.4%
+258.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.7% | -7.4% | +4.7% | +0.9% |
| 30D | -9.3% | +5.8% | -15.1% | -12.3% |
| 3M | -7.1% | +10.8% | -17.9% | -13.3% |
| 6M | -11.2% | +21.5% | -32.6% | -24.3% |
| YTD | -15.3% | +6.4% | -21.6% | -23.1% |
| 1Y | -12.5% | -14.8% | +2.3% | -10.6% |
| 3Y | +51.2% | -29.9% | +81.1% | +65.4% |
| 5Y | +126.1% | -22.9% | +149.0% | +126.3% |
| All | +529.5% | +271.4% | +258.0% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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