-16.2%
CDNS vs TFC
+15.4%
-31.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -14.0% | +2.4% | -16.4% | -14.3% |
| 30D | -13.2% | -1.3% | -11.9% | -12.9% |
| 3M | -28.9% | +6.1% | -35.0% | -29.7% |
| 6M | -4.2% | +7.3% | -11.5% | -6.5% |
| YTD | -6.4% | +8.2% | -14.6% | -9.0% |
| 1Y | -16.2% | +14.4% | -30.6% | -20.3% |
| All | -16.2% | +15.4% | -31.6% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling