+2,871.3%
TSM vs CDW
+933.5%
+1,937.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.7% |
| 7D | -7.6% | +2.1% | -9.6% | -8.6% |
| 30D | -20.5% | +14.7% | -35.2% | -25.1% |
| 3M | -10.0% | +11.1% | -21.1% | -14.9% |
| 6M | -10.1% | +45.6% | -55.6% | -25.2% |
| YTD | +24.5% | +17.1% | +7.4% | +10.0% |
| 1Y | +31.2% | +13.2% | +18.0% | +17.7% |
| 3Y | +322.0% | -22.2% | +344.2% | +342.0% |
| 5Y | +245.3% | -10.1% | +255.4% | +235.9% |
| 10Y | +1,465.8% | +307.0% | +1,158.9% | +796.1% |
| All | +2,871.3% | +933.5% | +1,937.8% | +1,377.0% |
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