-51.7%
TSLL vs CDNS
+80.3%
-132.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +2.5% |
| 7D | -11.0% | +2.4% | -13.5% | -12.1% |
| 30D | -5.3% | -6.0% | +0.7% | +2.9% |
| 3M | +20.8% | -0.1% | +20.9% | +21.6% |
| 6M | -36.0% | -8.6% | -27.4% | -29.8% |
| YTD | -47.3% | +6.1% | -53.4% | -52.6% |
| 1Y | -48.4% | +0.8% | -49.3% | -50.7% |
| 3Y | -5.4% | +26.8% | -32.2% | -33.2% |
| All | -51.7% | +80.3% | -132.0% | -76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling