+1,598.5%
TSM vs CDW
+329.6%
+1,268.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +0.9% |
| 7D | -2.1% | +13.1% | -15.1% | -7.0% |
| 30D | -12.5% | +19.1% | -31.7% | -18.9% |
| 3M | -5.0% | +24.7% | -29.7% | -14.4% |
| 6M | -3.2% | +63.4% | -66.6% | -23.9% |
| YTD | +31.5% | +26.3% | +5.2% | +12.1% |
| 1Y | +35.7% | +20.6% | +15.1% | +18.3% |
| 3Y | +323.5% | -16.3% | +339.8% | +333.0% |
| 5Y | +263.4% | -3.9% | +267.3% | +243.2% |
| 10Y | +1,598.5% | +331.5% | +1,267.0% | +1,048.8% |
| All | +1,598.5% | +329.6% | +1,268.9% | +1,048.8% |
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 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