+6,717.9%
CDNS vs TFC
+2,504.6%
+4,213.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.5% |
| 7D | +7.0% | +0.1% | +6.9% | +7.0% |
| 30D | -0.3% | +8.6% | -8.9% | -3.3% |
| 3M | +3.2% | -4.3% | +7.5% | +4.5% |
| 6M | -6.9% | +5.4% | -12.3% | -9.3% |
| YTD | +6.6% | +4.5% | +2.1% | +3.8% |
| 1Y | +5.6% | +14.0% | -8.4% | -0.5% |
| 3Y | +27.4% | +93.4% | -65.9% | -2.8% |
| 5Y | +83.7% | +0.5% | +83.2% | +71.8% |
| 10Y | +1,215.9% | +77.7% | +1,138.2% | +794.2% |
| All | +6,717.9% | +2,504.6% | +4,213.3% | +2,181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling