+88.9%
TEM vs CDW
-27.1%
+116.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.9% | +8.9% | +8.5% |
| 7D | +5.3% | +2.1% | +3.2% | +3.1% |
| 30D | +8.1% | +14.7% | -6.6% | -2.1% |
| 3M | +64.9% | +11.1% | +53.8% | +49.5% |
| 6M | +42.1% | +45.6% | -3.4% | -0.2% |
| YTD | +28.8% | +17.1% | +11.7% | +3.6% |
| 1Y | +5.5% | +13.2% | -7.7% | -11.6% |
| All | +88.9% | -27.1% | +116.1% | +164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling