+17.0%
CDNS vs TD
+123.9%
-106.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | -7.2% | -1.9% | -5.3% | -6.4% |
| 30D | -14.3% | -1.6% | -12.7% | -13.6% |
| 3M | -27.2% | +4.6% | -31.8% | -28.6% |
| 6M | -4.5% | +26.8% | -31.3% | -14.2% |
| YTD | -9.0% | +28.3% | -37.3% | -18.6% |
| 1Y | -21.3% | +60.4% | -81.8% | -36.4% |
| All | +17.0% | +123.9% | -106.9% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling