+1,502.2%
TSM vs CDW
+325.6%
+1,176.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.8% | -1.3% | +1.6% |
| 7D | -2.5% | +9.3% | -11.8% | -6.2% |
| 30D | -14.3% | +15.8% | -30.1% | -19.6% |
| 3M | -7.2% | +21.8% | -29.0% | -15.6% |
| 6M | -5.1% | +58.8% | -63.9% | -24.5% |
| YTD | +28.9% | +22.8% | +6.1% | +11.1% |
| 1Y | +37.1% | +17.9% | +19.2% | +20.5% |
| 3Y | +341.5% | -17.4% | +358.9% | +353.4% |
| 5Y | +245.7% | -5.7% | +251.4% | +228.9% |
| 10Y | +1,502.2% | +319.5% | +1,182.8% | +994.2% |
| All | +1,502.2% | +325.6% | +1,176.6% | +994.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling