+125.9%
TDG vs CDW
-23.9%
+149.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -2.4% | -4.2% | +1.8% | -1.2% |
| 30D | -8.0% | +4.9% | -12.8% | -9.7% |
| 3M | -10.5% | +7.3% | -17.8% | -13.4% |
| 6M | -11.9% | +19.2% | -31.1% | -20.4% |
| YTD | -15.4% | +6.2% | -21.5% | -20.2% |
| 1Y | -14.2% | -14.0% | -0.2% | -11.5% |
| 3Y | +51.0% | -30.0% | +81.0% | +64.8% |
| All | +125.9% | -23.9% | +149.8% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling