+45.1%
CDNS vs TLN
+733.8%
-688.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.8% |
| 7D | +7.0% | +22.3% | -15.3% | +2.3% |
| 30D | -0.3% | +1.2% | -1.5% | -0.9% |
| 3M | +3.2% | +5.9% | -2.8% | +1.0% |
| 6M | -6.9% | +3.2% | -10.1% | -9.2% |
| YTD | +6.6% | +3.2% | +3.5% | +2.5% |
| 1Y | +5.6% | +5.2% | +0.4% | +0.7% |
| 3Y | +27.4% | +606.3% | -578.8% | -19.4% |
| All | +45.1% | +733.8% | -688.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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