+84.5%
CDNS vs TSLQ
-97.3%
+181.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.0% | +5.0% | -4.0% |
| 7D | -9.2% | -8.6% | -0.7% | -10.2% |
| 30D | -16.3% | -24.9% | +8.6% | -18.9% |
| 3M | -27.9% | -1.5% | -26.4% | -26.3% |
| 6M | -4.3% | -18.1% | +13.7% | -3.0% |
| YTD | -9.1% | -0.1% | -9.0% | -4.6% |
| 1Y | -21.2% | -51.4% | +30.1% | -23.5% |
| 3Y | +19.4% | -95.9% | +115.3% | +0.2% |
| All | +84.5% | -97.3% | +181.7% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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