+17.0%
CDNS vs TCOM
+8.5%
+8.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.8% |
| 7D | -7.2% | -10.2% | +3.0% | -5.2% |
| 30D | -14.3% | -16.8% | +2.6% | -11.1% |
| 3M | -27.2% | -16.7% | -10.5% | -24.7% |
| 6M | -4.5% | -27.1% | +22.6% | +1.3% |
| YTD | -9.0% | -45.5% | +36.6% | +1.6% |
| 1Y | -21.3% | -45.9% | +24.5% | -12.2% |
| All | +17.0% | +8.5% | +8.5% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling