-49.1%
TSLL vs CDNS
+75.6%
-124.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -0.3% |
| 7D | +17.8% | +1.0% | +16.9% | +16.9% |
| 30D | +8.2% | -2.0% | +10.2% | +12.5% |
| 3M | +20.9% | -0.2% | +21.1% | +21.9% |
| 6M | -37.5% | -8.9% | -28.6% | -31.2% |
| YTD | -44.5% | +3.3% | -47.8% | -48.6% |
| 1Y | -33.0% | +2.2% | -35.2% | -37.1% |
| 3Y | -6.4% | +22.4% | -28.7% | -31.2% |
| All | -49.1% | +75.6% | -124.7% | -74.7% |
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