+741.5%
TT vs CDW
+338.4%
+403.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.2% |
| 7D | +3.5% | +2.6% | +0.9% | +2.5% |
| 30D | -11.0% | +20.4% | -31.4% | -17.5% |
| 3M | -12.0% | +28.5% | -40.5% | -21.1% |
| 6M | -10.4% | +70.6% | -81.0% | -30.3% |
| YTD | +9.9% | +29.1% | -19.2% | -6.2% |
| 1Y | +1.5% | +23.8% | -22.3% | -11.8% |
| 3Y | +93.7% | -14.5% | +108.2% | +93.6% |
| 5Y | +139.2% | -1.6% | +140.8% | +119.4% |
| 10Y | +741.5% | +322.0% | +419.5% | +371.9% |
| All | +741.5% | +338.4% | +403.1% | +371.9% |
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