+1,623.8%
CDNS vs TCOM
+2,694.8%
-1,071.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -14.0% | -9.5% | -4.5% | -12.3% |
| 30D | -13.2% | -10.7% | -2.4% | -11.2% |
| 3M | -28.9% | -14.6% | -14.3% | -26.8% |
| 6M | -4.2% | -19.3% | +15.2% | -0.3% |
| YTD | -6.4% | -42.9% | +36.6% | +3.9% |
| 1Y | -16.2% | -43.8% | +27.6% | -6.8% |
| 3Y | +20.2% | +2.1% | +18.1% | +15.1% |
| 5Y | +76.6% | +31.2% | +45.4% | +51.7% |
| 10Y | +1,029.7% | -13.9% | +1,043.6% | +894.1% |
| All | +1,623.8% | +2,694.8% | -1,071.0% | +656.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling