+215.0%
TNA vs CDW
+903.1%
-688.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +2.0% |
| 7D | -0.1% | +3.2% | -3.3% | -4.3% |
| 30D | -4.9% | +9.3% | -14.2% | -17.0% |
| 3M | +0.4% | +9.8% | -9.4% | -17.0% |
| 6M | +32.5% | +23.3% | +9.2% | -18.5% |
| YTD | +53.7% | +13.7% | +40.1% | +2.8% |
| 1Y | +65.1% | -6.5% | +71.6% | +44.6% |
| 3Y | +98.4% | -25.2% | +123.7% | +151.5% |
| 5Y | -22.5% | -19.5% | -3.0% | -1.6% |
| 10Y | +82.5% | +285.8% | -203.3% | -50.2% |
| All | +215.0% | +903.1% | -688.1% | -45.3% |
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