+138.0%
TFC vs CDW
+933.5%
-795.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +1.2% | +2.1% | -0.9% | -0.2% |
| 30D | +8.3% | +14.7% | -6.4% | +0.8% |
| 3M | -5.2% | +11.1% | -16.3% | -11.5% |
| 6M | -0.8% | +45.6% | -46.4% | -21.2% |
| YTD | +3.4% | +17.1% | -13.7% | -10.8% |
| 1Y | +17.0% | +13.2% | +3.8% | +2.7% |
| 3Y | +86.2% | -22.2% | +108.4% | +93.4% |
| 5Y | -2.3% | -10.1% | +7.8% | -8.2% |
| 10Y | +93.9% | +307.0% | -213.1% | -1.7% |
| All | +138.0% | +933.5% | -795.6% | +7.9% |
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