+1,036.6%
CDNS vs TFC
+97.4%
+939.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -7.2% | -1.3% | -5.9% | -6.8% |
| 30D | -14.3% | -2.3% | -11.9% | -13.7% |
| 3M | -27.2% | +2.5% | -29.7% | -27.9% |
| 6M | -4.5% | +9.5% | -14.0% | -7.6% |
| YTD | -9.0% | +5.1% | -14.0% | -10.9% |
| 1Y | -21.3% | +15.5% | -36.8% | -25.3% |
| 3Y | +19.6% | +95.2% | -75.6% | -4.1% |
| 5Y | +71.5% | +14.5% | +57.1% | +57.6% |
| 10Y | +1,036.6% | +97.2% | +939.4% | +730.0% |
| All | +1,036.6% | +97.4% | +939.2% | +730.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling