+6,634.9%
CDNS vs TSN
+1,053.2%
+5,581.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | -5.5% | +11.8% | -17.3% | -8.1% |
| 3M | +0.5% | +7.1% | -6.6% | -1.4% |
| 6M | -9.6% | -9.2% | -0.4% | -8.2% |
| YTD | +5.3% | +4.8% | +0.5% | +3.0% |
| 1Y | +3.4% | +11.6% | -8.3% | -0.6% |
| 3Y | +25.9% | +41.5% | -15.7% | +12.0% |
| 5Y | +85.8% | -15.5% | +101.3% | +85.7% |
| 10Y | +1,199.9% | +16.9% | +1,183.0% | +1,041.4% |
| All | +6,634.9% | +1,053.2% | +5,581.6% | +2,067.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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