+71.3%
TXN vs CDW
-29.2%
+100.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +1.5% |
| 7D | +2.2% | -3.9% | +6.1% | +3.2% |
| 30D | -9.5% | +6.9% | -16.4% | -11.3% |
| 3M | -10.5% | +7.7% | -18.2% | -13.2% |
| 6M | +35.4% | +18.3% | +17.0% | +22.1% |
| YTD | +51.8% | +7.8% | +44.0% | +42.6% |
| 1Y | +42.9% | -12.2% | +55.1% | +50.9% |
| 3Y | +71.3% | -28.9% | +100.3% | +86.4% |
| All | +71.3% | -29.2% | +100.6% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling