+1,044.2%
CDNS vs TDG
+547.7%
+496.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.1% |
| 7D | -1.1% | -1.9% | +0.7% | -0.4% |
| 30D | -10.4% | -7.7% | -2.7% | -7.7% |
| 3M | -24.6% | -9.3% | -15.3% | -21.9% |
| 6M | -1.6% | -9.4% | +7.8% | +1.3% |
| YTD | -7.4% | -14.3% | +6.8% | -2.7% |
| 1Y | -18.4% | -11.8% | -6.6% | -15.3% |
| 3Y | +19.0% | +52.0% | -33.0% | -0.7% |
| 5Y | +73.4% | +128.8% | -55.4% | +24.1% |
| All | +1,044.2% | +547.7% | +496.5% | +465.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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