+1,166.2%
CDNS vs TD
+300.0%
+866.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +1.0% | +1.1% | -0.1% | +0.4% |
| 30D | -2.0% | +5.2% | -7.2% | -4.4% |
| 3M | -0.2% | +1.2% | -1.5% | -0.9% |
| 6M | -8.9% | +17.7% | -26.6% | -16.5% |
| YTD | +3.3% | +34.2% | -30.9% | -11.7% |
| 1Y | +2.2% | +55.4% | -53.2% | -19.1% |
| 3Y | +22.4% | +130.4% | -108.0% | -22.1% |
| 5Y | +78.0% | +101.8% | -23.8% | +20.5% |
| All | +1,166.2% | +300.0% | +866.2% | +477.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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