+59.7%
TEM vs CDW
-33.0%
+92.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +3.1% |
| 7D | +3.2% | -3.9% | +7.1% | +6.0% |
| 30D | +23.5% | +6.9% | +16.6% | +17.6% |
| 3M | +32.3% | +7.7% | +24.6% | +21.4% |
| 6M | +23.0% | +18.3% | +4.7% | -1.9% |
| YTD | +8.9% | +7.8% | +1.1% | -5.5% |
| 1Y | -19.9% | -12.2% | -7.7% | -11.5% |
| All | +59.7% | -33.0% | +92.7% | +141.5% |
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