+550.5%
TTD vs CDW
+325.6%
+224.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.8% | +10.6% | +11.9% |
| 7D | +19.0% | +9.3% | +9.7% | +10.9% |
| 30D | +23.6% | +15.8% | +7.8% | +10.4% |
| 3M | +8.2% | +21.8% | -13.6% | -8.2% |
| 6M | -35.3% | +58.8% | -94.1% | -55.7% |
| YTD | -60.7% | +22.8% | -83.4% | -68.6% |
| 1Y | -65.3% | +17.9% | -83.2% | -71.4% |
| 3Y | -80.6% | -17.4% | -63.1% | -79.8% |
| 5Y | -84.6% | -5.7% | -78.9% | -85.4% |
| 10Y | +550.5% | +319.5% | +231.0% | +182.4% |
| All | +550.5% | +325.6% | +224.9% | +182.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling