+1,450.1%
CDNS vs TDG
+12,839.7%
-11,389.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.9% |
| 7D | -7.2% | -2.4% | -4.8% | -6.2% |
| 30D | -14.3% | -8.0% | -6.3% | -11.1% |
| 3M | -27.2% | -10.5% | -16.7% | -23.8% |
| 6M | -4.5% | -11.9% | +7.4% | -0.1% |
| YTD | -9.0% | -15.4% | +6.4% | -3.1% |
| 1Y | -21.3% | -14.2% | -7.1% | -17.0% |
| 3Y | +19.6% | +51.0% | -31.5% | -3.2% |
| 5Y | +71.5% | +126.5% | -54.9% | +15.3% |
| 10Y | +1,036.6% | +535.6% | +501.0% | +312.5% |
| All | +1,450.1% | +12,839.7% | -11,389.6% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling