+78.5%
CDNS vs TMF
-88.0%
+166.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -2.4% | +1.2% | -3.6% | -2.5% |
| 30D | -10.2% | +19.7% | -29.9% | -10.9% |
| 3M | -5.5% | -2.1% | -3.4% | -5.4% |
| 6M | -9.9% | -13.4% | +3.6% | -9.3% |
| YTD | +2.3% | -16.7% | +19.1% | +3.1% |
| 1Y | -1.4% | -23.3% | +21.9% | -0.3% |
| 3Y | +28.1% | -24.8% | +52.9% | +27.6% |
| All | +78.5% | -88.0% | +166.5% | +73.7% |
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