+65.1%
TNA vs CDW
-5.0%
+70.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -0.1% | +3.2% | -3.3% | -0.8% |
| 30D | -4.9% | +9.3% | -14.2% | -7.0% |
| 3M | +0.4% | +9.8% | -9.4% | -2.1% |
| 6M | +32.5% | +23.3% | +9.2% | +19.4% |
| YTD | +53.7% | +13.7% | +40.1% | +46.9% |
| 1Y | +65.1% | -6.5% | +71.6% | +70.6% |
| All | +65.1% | -5.0% | +70.1% | +70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling