+443.1%
TTMI vs CDW
+338.4%
+104.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.2% | +6.8% | +7.9% |
| 7D | +7.2% | +2.6% | +4.7% | +6.5% |
| 30D | -28.7% | +20.4% | -49.1% | -35.5% |
| 3M | -39.8% | +28.5% | -68.3% | -47.9% |
| 6M | -51.7% | +70.6% | -122.3% | -65.6% |
| YTD | +14.1% | +29.1% | -15.0% | -9.1% |
| 1Y | +16.0% | +23.8% | -7.8% | -4.8% |
| 3Y | +452.7% | -14.5% | +467.1% | +459.7% |
| 5Y | +451.5% | -1.6% | +453.1% | +406.0% |
| 10Y | +443.1% | +322.0% | +121.1% | +151.7% |
| All | +443.1% | +338.4% | +104.7% | +151.7% |
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