+8.7%
TT vs CDW
-8.4%
+17.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | 0.0% | +3.2% | -3.2% | 0.0% |
| 30D | -7.2% | +9.3% | -16.4% | -7.3% |
| 3M | -3.0% | +9.8% | -12.8% | -3.0% |
| 6M | +1.4% | +23.3% | -22.0% | -1.2% |
| YTD | +15.9% | +13.7% | +2.2% | +14.8% |
| All | +8.7% | -8.4% | +17.1% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling