+5,985.2%
CDNS vs TMF
-68.9%
+6,054.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.0% |
| 7D | -14.0% | -1.4% | -12.6% | -14.2% |
| 30D | -13.2% | -2.8% | -10.3% | -13.4% |
| 3M | -28.9% | -10.9% | -18.0% | -29.8% |
| 6M | -4.2% | -21.3% | +17.1% | -6.6% |
| YTD | -6.4% | -15.9% | +9.5% | -8.0% |
| 1Y | -16.2% | -15.7% | -0.5% | -17.6% |
| 3Y | +20.2% | -43.4% | +63.5% | +14.5% |
| 5Y | +76.6% | -87.8% | +164.4% | +36.1% |
| 10Y | +1,029.7% | -86.7% | +1,116.4% | +852.8% |
| All | +5,985.2% | -68.9% | +6,054.1% | +6,841.9% |
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