+1,166.2%
CDNS vs TFC
+79.2%
+1,087.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.5% |
| 7D | +1.0% | +2.3% | -1.3% | +0.3% |
| 30D | -2.0% | +10.8% | -12.8% | -5.0% |
| 3M | -0.2% | -3.8% | +3.5% | +0.7% |
| 6M | -8.9% | +9.6% | -18.5% | -11.9% |
| YTD | +3.3% | +5.8% | -2.4% | +0.7% |
| 1Y | +2.2% | +16.2% | -13.9% | -3.2% |
| 3Y | +22.4% | +96.0% | -73.6% | -1.8% |
| 5Y | +78.0% | +1.7% | +76.3% | +69.2% |
| All | +1,166.2% | +79.2% | +1,087.0% | +895.2% |
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