+98.6%
TFC vs CDW
+263.0%
-164.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.1% | +0.5% |
| 7D | +2.2% | -3.9% | +6.1% | +4.2% |
| 30D | -2.5% | +6.9% | -9.4% | -6.4% |
| 3M | +4.5% | +7.7% | -3.1% | -1.5% |
| 6M | +11.0% | +18.3% | -7.3% | -4.7% |
| YTD | +5.9% | +7.8% | -1.9% | -4.6% |
| 1Y | +14.6% | -12.2% | +26.7% | +15.5% |
| 3Y | +96.7% | -28.9% | +125.7% | +117.7% |
| 5Y | +15.6% | -22.8% | +38.4% | +18.1% |
| 10Y | +98.6% | +266.1% | -167.4% | -1.4% |
| All | +98.6% | +263.0% | -164.4% | -1.4% |
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