+139.2%
TT vs CDW
-1.8%
+141.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.3% |
| 7D | +3.5% | +2.6% | +0.9% | +2.8% |
| 30D | -11.0% | +20.4% | -31.4% | -16.0% |
| 3M | -12.0% | +28.5% | -40.5% | -19.1% |
| 6M | -10.4% | +70.6% | -81.0% | -27.3% |
| YTD | +9.9% | +29.1% | -19.2% | -3.1% |
| 1Y | +1.5% | +23.8% | -22.3% | -8.8% |
| 3Y | +93.7% | -14.5% | +108.2% | +99.3% |
| 5Y | +139.2% | -1.6% | +140.8% | +117.2% |
| All | +139.2% | -1.8% | +141.0% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling