+1,044.2%
CDNS vs TSCO
+185.7%
+858.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | -1.1% | -5.7% | +4.5% | +1.0% |
| 30D | -10.4% | -8.8% | -1.7% | -7.5% |
| 3M | -24.6% | +6.3% | -30.9% | -26.8% |
| 6M | -1.6% | -32.3% | +30.6% | +12.7% |
| YTD | -7.4% | -32.7% | +25.3% | +6.0% |
| 1Y | -18.4% | -43.7% | +25.3% | +0.3% |
| 3Y | +19.0% | -19.7% | +38.6% | +22.7% |
| 5Y | +73.4% | -11.6% | +85.0% | +68.6% |
| All | +1,044.2% | +185.7% | +858.5% | +667.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 10y: compounded portfolio wealth divided by compounded TSCO 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…
10y analysis · Full analysis span regression · 6 months rolling