+843.5%
TTMI vs CDW
-22.8%
+866.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.2% | +8.2% | +5.2% |
| 7D | +12.2% | -3.9% | +16.0% | +13.8% |
| 30D | -5.7% | +6.9% | -12.6% | -8.9% |
| 3M | -27.5% | +7.7% | -35.2% | -31.6% |
| 6M | +47.1% | +18.3% | +28.8% | +26.2% |
| YTD | +87.5% | +7.8% | +79.7% | +68.1% |
| 1Y | +175.2% | -12.2% | +187.4% | +183.8% |
| 3Y | +901.9% | -28.9% | +930.9% | +1,056.5% |
| 5Y | +843.5% | -22.8% | +866.3% | +854.5% |
| All | +843.5% | -22.8% | +866.3% | +854.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling