+1,026.7%
CDNS vs TTMI
+1,087.8%
-61.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.5% |
| 7D | -6.5% | +6.0% | -12.6% | -8.2% |
| 30D | -13.0% | -6.4% | -6.6% | -12.1% |
| 3M | -26.0% | -28.9% | +2.9% | -21.2% |
| 6M | -2.8% | +26.9% | -29.7% | -14.0% |
| YTD | -8.8% | +77.3% | -86.1% | -28.9% |
| 1Y | -15.8% | +147.5% | -163.3% | -42.4% |
| 3Y | +19.7% | +847.6% | -827.9% | -49.4% |
| 5Y | +70.8% | +802.2% | -731.5% | -29.5% |
| All | +1,026.7% | +1,087.8% | -61.0% | +322.8% |
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