+1,199.9%
CDNS vs TMF
-81.8%
+1,281.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.1% | -3.4% | +3.3% | -0.2% |
| 30D | -5.5% | +11.5% | -17.0% | -5.2% |
| 3M | +0.5% | -4.5% | +5.0% | +0.5% |
| 6M | -9.6% | -15.0% | +5.4% | -9.9% |
| YTD | +5.3% | -19.9% | +25.2% | +4.8% |
| 1Y | +3.4% | -26.6% | +29.9% | +2.6% |
| 3Y | +25.9% | -29.8% | +55.7% | +25.2% |
| 5Y | +85.8% | -88.2% | +174.0% | +61.4% |
| 10Y | +1,199.9% | -81.4% | +1,281.3% | +1,132.5% |
| All | +1,199.9% | -81.8% | +1,281.6% | +1,132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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