+77.1%
CDNS vs TMF
-88.6%
+165.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -3.0% |
| 7D | +1.0% | -9.3% | +10.2% | +1.4% |
| 30D | -2.0% | +1.9% | -3.9% | -2.1% |
| 3M | -0.2% | -11.2% | +11.0% | +0.3% |
| 6M | -8.9% | -17.7% | +8.8% | -8.2% |
| YTD | +3.3% | -24.5% | +27.8% | +4.5% |
| 1Y | +2.2% | -29.4% | +31.7% | +3.6% |
| 3Y | +22.4% | -33.4% | +55.8% | +22.6% |
| All | +77.1% | -88.6% | +165.8% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling