-23.4%
TSLL vs CDNS
-15.6%
-7.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.0% | -7.9% | -8.8% |
| 7D | +1.9% | -14.0% | +15.9% | +14.5% |
| 30D | +17.8% | -13.2% | +30.9% | +31.3% |
| 3M | -37.0% | -28.9% | -8.1% | -18.2% |
| 6M | -37.7% | -4.2% | -33.5% | -34.6% |
| YTD | -51.4% | -6.4% | -45.0% | -47.7% |
| 1Y | -23.4% | -16.2% | -7.2% | -10.6% |
| All | -23.4% | -15.6% | -7.7% | -10.6% |
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