-18.4%
TSLL vs CDNS
+27.9%
-46.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.9% | +5.7% |
| 7D | -21.2% | -2.4% | -18.8% | -18.1% |
| 30D | -13.3% | -10.2% | -3.1% | -1.7% |
| 3M | +15.4% | -5.5% | +20.9% | +23.0% |
| 6M | -34.2% | -9.9% | -24.4% | -26.9% |
| YTD | -52.9% | +2.3% | -55.3% | -55.7% |
| 1Y | -54.3% | -1.4% | -52.9% | -55.1% |
| 3Y | -18.4% | +28.1% | -46.5% | -37.7% |
| All | -18.4% | +27.9% | -46.3% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling