-55.4%
TSLL vs CDNS
+59.1%
-114.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.0% | -7.9% | -7.5% |
| 7D | +1.9% | -14.0% | +15.9% | +20.3% |
| 30D | +17.8% | -13.2% | +30.9% | +37.4% |
| 3M | -37.0% | -28.9% | -8.1% | -7.1% |
| 6M | -37.7% | -4.2% | -33.5% | -36.3% |
| YTD | -51.4% | -6.4% | -45.0% | -50.1% |
| 1Y | -23.4% | -16.2% | -7.2% | -11.0% |
| 3Y | -30.8% | +20.2% | -51.0% | -48.8% |
| All | -55.4% | +59.1% | -114.6% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling