+400.7%
TXN vs CDW
+271.4%
+129.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +2.0% | -7.4% | +9.3% | +5.4% |
| 30D | -8.0% | +5.8% | -13.8% | -10.9% |
| 3M | -7.8% | +10.8% | -18.6% | -14.1% |
| 6M | +32.4% | +21.5% | +10.9% | +12.3% |
| YTD | +51.7% | +6.4% | +45.3% | +37.0% |
| 1Y | +44.3% | -14.8% | +59.1% | +47.1% |
| 3Y | +71.3% | -29.9% | +101.1% | +90.9% |
| 5Y | +56.4% | -22.9% | +79.3% | +61.7% |
| All | +400.7% | +271.4% | +129.3% | +161.1% |
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 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