+1,341.7%
TT vs CDW
+933.5%
+408.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -2.0% | +2.1% | -4.1% | -3.2% |
| 30D | -14.0% | +14.7% | -28.8% | -18.9% |
| 3M | -15.9% | +11.1% | -27.0% | -20.4% |
| 6M | -17.3% | +45.6% | -62.9% | -31.3% |
| YTD | +4.0% | +17.1% | -13.1% | -7.9% |
| 1Y | -7.1% | +13.2% | -20.3% | -16.5% |
| 3Y | +90.2% | -22.2% | +112.4% | +95.9% |
| 5Y | +131.1% | -10.1% | +141.2% | +119.8% |
| 10Y | +777.7% | +307.0% | +470.8% | +362.4% |
| All | +1,341.7% | +933.5% | +408.2% | +513.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling