+1,308.2%
TT vs CDW
+942.7%
+365.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.1% | +1.7% | -2.2% |
| 7D | -9.0% | -4.1% | -4.8% | -8.0% |
| 30D | -17.6% | +16.7% | -34.4% | -22.7% |
| 3M | -18.7% | +13.6% | -32.3% | -23.7% |
| 6M | -17.4% | +17.0% | -34.5% | -26.1% |
| YTD | +1.5% | +18.1% | -16.6% | -10.3% |
| 1Y | -9.4% | +10.5% | -19.8% | -17.6% |
| 3Y | +85.1% | -20.9% | +106.0% | +89.3% |
| 5Y | +125.7% | -9.3% | +135.1% | +114.0% |
| 10Y | +757.3% | +310.6% | +446.8% | +350.3% |
| All | +1,308.2% | +942.7% | +365.5% | +497.2% |
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