+273.1%
TSM vs CDW
-19.1%
+292.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.3% |
| 7D | +2.7% | +3.2% | -0.4% | +1.4% |
| 30D | +3.6% | +9.3% | -5.7% | -0.4% |
| 3M | -3.4% | +9.8% | -13.2% | -8.3% |
| 6M | +20.6% | +23.3% | -2.7% | +4.6% |
| YTD | +41.9% | +13.7% | +28.2% | +27.5% |
| 1Y | +84.4% | -6.5% | +90.8% | +84.8% |
| 3Y | +380.2% | -25.2% | +405.5% | +432.6% |
| All | +273.1% | -19.1% | +292.3% | +279.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling