+167.1%
TNA vs CDW
+1,039.4%
-872.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | -0.1% |
| 7D | -2.1% | +2.6% | -4.7% | -4.6% |
| 30D | +3.1% | +20.4% | -17.3% | -19.6% |
| 3M | -20.2% | +28.5% | -48.6% | -45.0% |
| 6M | -10.0% | +70.6% | -80.6% | -61.8% |
| YTD | +30.3% | +29.1% | +1.3% | -28.5% |
| 1Y | +31.1% | +23.8% | +7.3% | -23.3% |
| 3Y | +149.4% | -14.5% | +163.8% | +155.1% |
| 5Y | -42.5% | -1.6% | -40.9% | -46.0% |
| 10Y | +46.7% | +322.0% | -275.3% | -66.1% |
| All | +167.1% | +1,039.4% | -872.3% | -61.9% |
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