+96.6%
TFC vs CDW
-25.3%
+122.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +2.4% | +3.2% | -0.8% | +1.5% |
| 30D | -1.3% | +9.3% | -10.6% | -3.9% |
| 3M | +6.1% | +9.8% | -3.7% | +2.4% |
| 6M | +7.3% | +23.3% | -16.0% | -2.8% |
| YTD | +8.2% | +13.7% | -5.5% | +1.2% |
| 1Y | +14.4% | -6.5% | +20.9% | +16.4% |
| All | +96.6% | -25.3% | +122.0% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling