+146.0%
TT vs CDW
-19.1%
+165.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | 0.0% | +3.2% | -3.2% | -1.0% |
| 30D | -7.2% | +9.3% | -16.4% | -10.0% |
| 3M | -3.0% | +9.8% | -12.8% | -7.0% |
| 6M | +1.4% | +23.3% | -22.0% | -9.6% |
| YTD | +15.9% | +13.7% | +2.2% | +6.6% |
| 1Y | +9.4% | -6.5% | +15.9% | +9.8% |
| 3Y | +124.4% | -25.2% | +149.6% | +142.0% |
| All | +146.0% | -19.1% | +165.2% | +144.9% |
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 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