+43.5%
TSM vs CDW
+23.0%
+20.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +4.1% |
| 7D | +4.4% | +2.6% | +1.9% | +4.3% |
| 30D | -7.0% | +20.4% | -27.4% | -7.1% |
| 3M | -1.8% | +28.5% | -30.3% | -2.1% |
| 6M | +2.7% | +70.6% | -67.9% | +3.9% |
| YTD | +37.1% | +29.1% | +8.0% | +37.4% |
| 1Y | +43.5% | +23.8% | +19.7% | +48.0% |
| All | +43.5% | +23.0% | +20.4% | +48.0% |
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