+17.0%
CDNS vs TTMI
+859.5%
-842.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.9% |
| 7D | -7.2% | +7.5% | -14.7% | -8.6% |
| 30D | -14.3% | -4.5% | -9.8% | -13.9% |
| 3M | -27.2% | -28.5% | +1.3% | -23.6% |
| 6M | -4.5% | +28.4% | -32.9% | -12.9% |
| YTD | -9.0% | +80.1% | -89.0% | -25.6% |
| 1Y | -21.3% | +161.0% | -182.4% | -44.0% |
| All | +17.0% | +859.5% | -842.5% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling