+902.6%
TT vs CDW
+285.0%
+617.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | 0.0% | +3.2% | -3.2% | -1.2% |
| 30D | -7.2% | +9.3% | -16.4% | -10.7% |
| 3M | -3.0% | +9.8% | -12.8% | -8.0% |
| 6M | +1.4% | +23.3% | -22.0% | -11.2% |
| YTD | +15.9% | +13.7% | +2.2% | +4.7% |
| 1Y | +9.4% | -6.5% | +15.9% | +7.6% |
| 3Y | +124.4% | -25.2% | +149.6% | +138.4% |
| 5Y | +138.0% | -19.5% | +157.5% | +139.1% |
| All | +902.6% | +285.0% | +617.5% | +438.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling