+91.5%
TT vs CDW
-15.0%
+106.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.3% |
| 7D | +4.0% | +9.3% | -5.3% | +2.6% |
| 30D | -11.3% | +14.4% | -25.7% | -13.3% |
| 3M | -12.3% | +21.4% | -33.7% | -15.4% |
| 6M | -10.8% | +72.8% | -83.6% | -21.8% |
| YTD | +8.2% | +28.0% | -19.9% | +0.9% |
| 1Y | +1.5% | +19.3% | -17.9% | -2.8% |
| 3Y | +91.5% | -15.3% | +106.8% | +95.2% |
| All | +91.5% | -15.0% | +106.5% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling