+6,551.1%
CDNS vs TMF
-69.2%
+6,620.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -2.4% | +1.2% | -3.6% | -2.3% |
| 30D | -10.2% | +19.7% | -29.9% | -8.3% |
| 3M | -5.5% | -2.1% | -3.4% | -5.5% |
| 6M | -9.9% | -13.4% | +3.6% | -11.1% |
| YTD | +2.3% | -16.7% | +19.1% | +0.6% |
| 1Y | -1.4% | -23.3% | +21.9% | -4.0% |
| 3Y | +28.1% | -24.8% | +52.9% | +26.7% |
| 5Y | +79.7% | -88.0% | +167.8% | +38.0% |
| 10Y | +1,183.3% | -84.7% | +1,268.0% | +1,017.4% |
| All | +6,551.1% | -69.2% | +6,620.3% | +7,493.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling