+31.2%
CDNS vs TFC
+91.2%
-60.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +4.6% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | -4.6% | +9.2% | -13.8% | -7.3% |
| 3M | -0.8% | -2.9% | +2.1% | +0.1% |
| 6M | -7.2% | +3.5% | -10.7% | -8.9% |
| YTD | +7.7% | +5.4% | +2.2% | +4.4% |
| 1Y | +3.5% | +17.3% | -13.8% | -3.9% |
| 3Y | +31.2% | +96.7% | -65.4% | +6.4% |
| All | +31.2% | +91.2% | -60.0% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling