+10.7%
TTMI vs CDW
+13.2%
-2.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +12.7% | -22.8% | -9.0% |
| 7D | -19.2% | +3.7% | -22.9% | -18.4% |
| 30D | -44.9% | +26.0% | -70.9% | -44.0% |
| 3M | -44.7% | +10.1% | -54.8% | -44.4% |
| 6M | -53.4% | +26.1% | -79.5% | -51.8% |
| YTD | +6.3% | +25.9% | -19.5% | +16.1% |
| 1Y | +10.7% | +21.5% | -10.9% | +29.1% |
| All | +10.7% | +13.2% | -2.5% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling