-48.9%
TSLL vs CDNS
+3.1%
-52.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.2% | +5.7% | +6.5% |
| 7D | -14.3% | +2.1% | -16.4% | -14.9% |
| 30D | -6.2% | -4.6% | -1.5% | -1.8% |
| 3M | +21.2% | -0.8% | +22.0% | +22.8% |
| 6M | -36.6% | -7.2% | -29.4% | -32.0% |
| YTD | -47.8% | +7.7% | -55.4% | -48.4% |
| All | -48.9% | +3.1% | -52.0% | -47.3% |
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