+1,242.9%
CDNS vs TMF
-83.0%
+1,325.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +2.1% | +0.6% | +1.5% | +2.1% |
| 30D | -4.6% | +16.3% | -20.9% | -4.2% |
| 3M | -0.8% | -2.7% | +1.9% | -0.8% |
| 6M | -7.2% | -13.2% | +6.0% | -7.5% |
| YTD | +7.7% | -16.7% | +24.3% | +7.2% |
| 1Y | +3.5% | -22.7% | +26.3% | +2.9% |
| 3Y | +31.2% | -26.1% | +57.3% | +30.7% |
| 5Y | +84.5% | -88.4% | +173.0% | +59.4% |
| 10Y | +1,242.9% | -81.8% | +1,324.7% | +1,182.6% |
| All | +1,242.9% | -83.0% | +1,325.9% | +1,182.6% |
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