+5,887.0%
CDNS vs TSN
+890.5%
+4,996.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -14.0% | -6.3% | -7.7% | -12.8% |
| 30D | -13.2% | -10.8% | -2.4% | -10.9% |
| 3M | -28.9% | -8.8% | -20.1% | -27.7% |
| 6M | -4.2% | -16.8% | +12.7% | -0.7% |
| YTD | -6.4% | -10.0% | +3.6% | -4.9% |
| 1Y | -16.2% | -5.3% | -11.0% | -16.2% |
| 3Y | +20.2% | +8.5% | +11.7% | +14.1% |
| 5Y | +76.6% | -22.9% | +99.6% | +80.5% |
| 10Y | +1,029.7% | -12.6% | +1,042.3% | +965.4% |
| All | +5,887.0% | +890.5% | +4,996.6% | +1,901.6% |
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