-46.0%
TSLL vs CDNS
-0.2%
-45.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.8% | -8.1% | -7.7% |
| 7D | -9.4% | -3.8% | -5.7% | -6.9% |
| 30D | +1.6% | -6.8% | +8.3% | +7.0% |
| 3M | +29.4% | -3.3% | +32.7% | +32.3% |
| 6M | -20.1% | -5.7% | -14.4% | -16.0% |
| YTD | -44.5% | +5.4% | -49.9% | -44.9% |
| 1Y | -46.0% | -1.1% | -44.9% | -43.2% |
| All | -46.0% | -0.2% | -45.8% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 1y: compounded portfolio wealth divided by compounded CDNS 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…
1y analysis · Full analysis span regression · 6 months rolling