+6,783.6%
CDNS vs TFC
+2,527.6%
+4,256.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +4.5% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | -4.6% | +9.2% | -13.8% | -7.7% |
| 3M | -0.8% | -2.9% | +2.1% | 0.0% |
| 6M | -7.2% | +3.5% | -10.7% | -9.0% |
| YTD | +7.7% | +5.4% | +2.2% | +4.4% |
| 1Y | +3.5% | +17.3% | -13.8% | -3.5% |
| 3Y | +31.2% | +96.7% | -65.4% | -0.5% |
| 5Y | +84.5% | -1.1% | +85.6% | +73.6% |
| 10Y | +1,242.9% | +84.7% | +1,158.2% | +798.9% |
| All | +6,783.6% | +2,527.6% | +4,256.0% | +2,195.9% |
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