+330.8%
CDNS vs TXG
+22.9%
+307.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | -6.5% | +5.0% | -11.5% | -7.6% |
| 30D | -13.0% | +13.5% | -26.5% | -15.5% |
| 3M | -26.0% | +128.0% | -154.0% | -39.0% |
| 6M | -2.8% | +224.4% | -227.3% | -26.9% |
| YTD | -8.8% | +307.0% | -315.8% | -35.2% |
| 1Y | -15.8% | +427.2% | -443.1% | -44.5% |
| 3Y | +19.7% | +40.2% | -20.4% | -1.7% |
| 5Y | +70.8% | -64.0% | +134.8% | +80.5% |
| All | +330.8% | +22.9% | +307.8% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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