+77.4%
CDNS vs TPG
+74.1%
+3.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +0.9% |
| 7D | -1.1% | -9.4% | +8.3% | +2.9% |
| 30D | -10.4% | -5.3% | -5.2% | -8.7% |
| 3M | -24.6% | +12.9% | -37.5% | -28.9% |
| 6M | -1.6% | +20.1% | -21.7% | -9.9% |
| YTD | -7.4% | -22.5% | +15.1% | +1.2% |
| 1Y | -18.4% | -19.7% | +1.3% | -12.5% |
| 3Y | +19.0% | +81.2% | -62.2% | -12.6% |
| All | +77.4% | +74.1% | +3.2% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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