+3,285.4%
TSM vs CDW
+903.1%
+2,382.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.2% |
| 6M | +20.6% | +23.3% | -2.7% | +6.0% |
| YTD | +41.9% | +13.7% | +28.2% | +28.2% |
| 1Y | +84.4% | -6.5% | +90.8% | +81.4% |
| 3Y | +380.2% | -25.2% | +405.5% | +416.5% |
| 5Y | +275.3% | -19.5% | +294.8% | +284.9% |
| 10Y | +1,751.4% | +285.8% | +1,465.6% | +991.8% |
| All | +3,285.4% | +903.1% | +2,382.3% | +1,621.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling