+1,026.7%
CDNS vs TEL
+301.8%
+725.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.5% | -2.3% | -4.3% | -5.2% |
| 30D | -13.0% | -6.1% | -6.9% | -9.8% |
| 3M | -26.0% | +1.7% | -27.7% | -27.3% |
| 6M | -2.8% | +1.6% | -4.5% | -6.4% |
| YTD | -8.8% | -9.1% | +0.2% | -6.6% |
| 1Y | -15.8% | -1.7% | -14.2% | -18.6% |
| 3Y | +19.7% | +67.3% | -47.6% | -20.5% |
| 5Y | +70.8% | +52.1% | +18.7% | +20.2% |
| All | +1,026.7% | +301.8% | +725.0% | +344.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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