+5.0%
TSLL vs CDNS
-10.5%
+15.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.5% | -16.4% | -16.4% |
| 7D | -28.9% | -9.1% | -19.7% | -21.5% |
| 30D | -21.4% | -13.4% | -8.1% | -11.4% |
| 3M | +5.0% | -7.6% | +12.6% | +17.1% |
| All | +5.0% | -10.5% | +15.5% | +17.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling