+1,753.6%
TSM vs CDW
+263.0%
+1,490.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.2% | +7.5% | +4.5% |
| 7D | +6.0% | -3.9% | +9.9% | +7.6% |
| 30D | +4.5% | +6.9% | -2.4% | +1.1% |
| 3M | +3.1% | +7.7% | -4.6% | -1.8% |
| 6M | +30.2% | +18.3% | +11.9% | +15.2% |
| YTD | +45.2% | +7.8% | +37.4% | +33.2% |
| 1Y | +79.6% | -12.2% | +91.7% | +81.4% |
| 3Y | +411.0% | -28.9% | +439.9% | +463.9% |
| 5Y | +290.7% | -22.8% | +313.5% | +306.8% |
| 10Y | +1,753.6% | +266.1% | +1,487.5% | +1,003.9% |
| All | +1,753.6% | +263.0% | +1,490.6% | +1,003.9% |
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 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