+1,143.4%
CDNS vs TEL
+723.0%
+420.4%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | -14.0% | +3.0% | -17.0% | -15.7% |
| 30D | -13.2% | -3.9% | -9.2% | -11.3% |
| 3M | -28.9% | -5.1% | -23.8% | -27.2% |
| 6M | -4.2% | +0.6% | -4.8% | -6.9% |
| YTD | -6.4% | -7.3% | +0.9% | -5.1% |
| 1Y | -16.2% | +1.1% | -17.4% | -20.1% |
| 3Y | +20.2% | +63.7% | -43.5% | -16.5% |
| 5Y | +76.6% | +50.7% | +26.0% | +29.2% |
| 10Y | +1,029.7% | +290.2% | +739.5% | +340.0% |
| All | +1,143.4% | +723.0% | +420.4% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling