+962.6%
TXN vs CDW
+903.1%
+59.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | -0.1% | +3.2% | -3.3% | -1.5% |
| 30D | -6.9% | +9.3% | -16.2% | -11.1% |
| 3M | -14.9% | +9.8% | -24.7% | -19.9% |
| 6M | +29.0% | +23.3% | +5.7% | +10.2% |
| YTD | +51.5% | +13.7% | +37.8% | +33.7% |
| 1Y | +41.6% | -6.5% | +48.0% | +37.9% |
| 3Y | +65.8% | -25.2% | +91.1% | +78.6% |
| 5Y | +56.8% | -19.5% | +76.3% | +59.7% |
| 10Y | +387.5% | +285.8% | +101.6% | +150.8% |
| All | +962.6% | +903.1% | +59.5% | +379.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling