+89.0%
TXN vs CDW
-1.8%
+90.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.3% |
| 7D | -0.5% | +2.6% | -3.1% | -1.2% |
| 30D | +10.5% | +20.4% | -9.9% | +3.2% |
| 3M | +10.7% | +28.5% | -17.8% | +0.1% |
| 6M | +5.1% | +70.6% | -65.5% | -18.4% |
| YTD | +82.5% | +29.1% | +53.4% | +55.8% |
| 1Y | +98.2% | +23.8% | +74.4% | +73.5% |
| 3Y | +128.4% | -14.5% | +142.9% | +139.2% |
| 5Y | +89.0% | -1.6% | +90.6% | +75.8% |
| All | +89.0% | -1.8% | +90.8% | +75.8% |
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 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