+1,437.3%
TTMI vs CDW
+903.1%
+534.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.3% |
| 7D | +5.9% | +3.2% | +2.7% | +4.2% |
| 30D | -4.3% | +9.3% | -13.6% | -8.7% |
| 3M | -32.0% | +9.8% | -41.8% | -36.5% |
| 6M | +19.5% | +23.3% | -3.9% | +0.8% |
| YTD | +82.0% | +13.7% | +68.4% | +58.4% |
| 1Y | +172.6% | -6.5% | +179.1% | +165.5% |
| 3Y | +744.7% | -25.2% | +769.9% | +823.0% |
| 5Y | +805.6% | -19.5% | +825.0% | +834.6% |
| 10Y | +1,057.6% | +285.8% | +771.8% | +481.7% |
| All | +1,437.3% | +903.1% | +534.2% | +531.9% |
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