+151.3%
TNA vs CDW
+1,030.0%
-878.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.2% |
| 7D | +3.7% | +9.3% | -5.6% | -7.0% |
| 30D | +4.4% | +14.4% | -10.0% | -12.8% |
| 3M | -26.7% | +21.4% | -48.1% | -45.6% |
| 6M | -12.8% | +72.8% | -85.6% | -63.6% |
| YTD | +22.7% | +28.0% | -5.4% | -32.0% |
| 1Y | +35.7% | +19.3% | +16.3% | -16.3% |
| 3Y | +134.6% | -15.3% | +149.9% | +143.0% |
| 5Y | -46.0% | -3.8% | -42.2% | -47.6% |
| 10Y | +38.0% | +318.5% | -280.5% | -67.8% |
| All | +151.3% | +1,030.0% | -878.6% | -63.8% |
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