+637.6%
TMO vs CDW
+851.1%
-213.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | -0.1% |
| 7D | +0.4% | -3.9% | +4.3% | +1.6% |
| 30D | +1.5% | +6.9% | -5.4% | -0.9% |
| 3M | +28.5% | +7.7% | +20.8% | +23.9% |
| 6M | +20.4% | +18.3% | +2.0% | +10.5% |
| YTD | +4.3% | +7.8% | -3.5% | -1.6% |
| 1Y | +24.1% | -12.2% | +36.3% | +25.2% |
| 3Y | +17.5% | -28.9% | +46.4% | +25.1% |
| 5Y | +6.8% | -22.8% | +29.6% | +8.6% |
| 10Y | +311.9% | +266.1% | +45.8% | +143.0% |
| All | +637.6% | +851.1% | -213.5% | +278.0% |
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