-37.2%
TSLL vs CDNS
-8.3%
-28.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +6.5% |
| 7D | +0.5% | -0.1% | +0.6% | +1.7% |
| 30D | +2.7% | -5.5% | +8.2% | +8.3% |
| 3M | +26.3% | +0.5% | +25.7% | +26.9% |
| 6M | -37.2% | -9.6% | -27.6% | -30.7% |
| All | -37.2% | -8.3% | -28.9% | -30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling