+468.5%
TXN vs CDW
+312.7%
+155.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.5% |
| 7D | +9.5% | +9.3% | +0.1% | +5.3% |
| 30D | +8.7% | +14.4% | -5.7% | +1.9% |
| 3M | +11.6% | +21.4% | -9.8% | +0.8% |
| 6M | +0.1% | +72.8% | -72.7% | -26.6% |
| YTD | +78.8% | +28.0% | +50.8% | +47.2% |
| 1Y | +91.2% | +19.3% | +71.9% | +63.8% |
| 3Y | +125.8% | -15.3% | +141.1% | +129.2% |
| 5Y | +83.8% | -3.8% | +87.6% | +70.1% |
| All | +468.5% | +312.7% | +155.8% | +190.8% |
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