+5,887.0%
CDNS vs TFC
+2,596.5%
+3,290.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -14.0% | +2.4% | -16.4% | -14.8% |
| 30D | -13.2% | -1.3% | -11.9% | -12.8% |
| 3M | -28.9% | +6.1% | -35.0% | -30.7% |
| 6M | -4.2% | +7.3% | -11.5% | -7.3% |
| YTD | -6.4% | +8.2% | -14.6% | -9.9% |
| 1Y | -16.2% | +14.4% | -30.6% | -21.1% |
| 3Y | +20.2% | +93.7% | -73.5% | -8.7% |
| 5Y | +76.6% | +16.4% | +60.2% | +56.3% |
| 10Y | +1,029.7% | +101.6% | +928.1% | +631.7% |
| All | +5,887.0% | +2,596.5% | +3,290.6% | +1,881.8% |
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