+1,026.7%
CDNS vs TCOM
-10.5%
+1,037.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -6.5% | -6.5% | 0.0% | -5.2% |
| 30D | -13.0% | -16.2% | +3.2% | -9.8% |
| 3M | -26.0% | -19.3% | -6.7% | -22.9% |
| 6M | -2.8% | -27.2% | +24.4% | +3.4% |
| YTD | -8.8% | -46.2% | +37.3% | +2.8% |
| 1Y | -15.8% | -46.6% | +30.8% | -5.0% |
| 3Y | +19.7% | +8.4% | +11.3% | +12.9% |
| 5Y | +70.8% | +25.8% | +45.0% | +46.3% |
| All | +1,026.7% | -10.5% | +1,037.3% | +843.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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