+1,166.2%
CDNS vs TTMI
+394.2%
+772.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.3% |
| 7D | +1.0% | +11.4% | -10.4% | -2.1% |
| 30D | -2.0% | -28.3% | +26.3% | +4.5% |
| 3M | -0.2% | -46.7% | +46.4% | +13.7% |
| 6M | -8.9% | -56.1% | +47.2% | +6.9% |
| YTD | +3.3% | +7.4% | -4.0% | -11.5% |
| 1Y | +2.2% | +17.4% | -15.2% | -16.0% |
| 3Y | +22.4% | +429.1% | -406.8% | -42.8% |
| 5Y | +78.0% | +418.8% | -340.7% | -20.0% |
| All | +1,166.2% | +394.2% | +772.0% | +428.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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