+59.9%
TXN vs CDW
-23.8%
+83.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | +2.7% | -4.2% | +6.9% | +4.2% |
| 30D | -6.7% | +4.9% | -11.6% | -8.8% |
| 3M | -8.9% | +7.3% | -16.2% | -12.9% |
| 6M | +34.7% | +19.2% | +15.5% | +17.4% |
| YTD | +53.3% | +6.2% | +47.1% | +41.1% |
| 1Y | +45.0% | -14.0% | +59.1% | +50.5% |
| 3Y | +73.1% | -30.0% | +103.1% | +95.7% |
| 5Y | +59.9% | -23.6% | +83.5% | +65.4% |
| All | +59.9% | -23.8% | +83.7% | +65.4% |
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 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