+35.7%
TSM vs CDW
+20.3%
+15.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.9% |
| 7D | -2.1% | +13.1% | -15.1% | -2.2% |
| 30D | -12.5% | +19.1% | -31.7% | -12.6% |
| 3M | -5.0% | +24.7% | -29.7% | -5.2% |
| 6M | -3.2% | +63.4% | -66.6% | -2.1% |
| YTD | +31.5% | +26.3% | +5.2% | +31.9% |
| 1Y | +35.7% | +20.6% | +15.1% | +40.5% |
| All | +35.7% | +20.3% | +15.4% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling