+1,056.3%
CDNS vs TTMI
+504.4%
+552.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +8.8% | -12.8% | -5.9% |
| 7D | -14.0% | +5.9% | -19.9% | -15.2% |
| 30D | -13.2% | -4.3% | -8.9% | -12.8% |
| 3M | -28.9% | -32.0% | +3.1% | -24.4% |
| 6M | -4.2% | +19.5% | -23.6% | -11.5% |
| YTD | -6.4% | +82.0% | -88.4% | -22.2% |
| 1Y | -16.2% | +172.6% | -188.8% | -37.3% |
| 3Y | +20.2% | +744.7% | -724.5% | -31.4% |
| 5Y | +76.6% | +805.6% | -728.9% | -2.6% |
| 10Y | +1,029.7% | +1,057.6% | -27.9% | +466.5% |
| All | +1,056.3% | +504.4% | +552.0% | +323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling