+1,598.5%
TSM vs CDNS
+1,218.1%
+380.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.8% |
| 7D | -2.1% | +2.4% | -4.5% | -3.2% |
| 30D | -12.5% | -6.0% | -6.5% | -9.4% |
| 3M | -5.0% | -0.1% | -4.9% | -5.6% |
| 6M | -3.2% | -8.6% | +5.4% | +0.4% |
| YTD | +31.5% | +6.1% | +25.4% | +23.3% |
| 1Y | +35.7% | +0.8% | +34.9% | +31.0% |
| 3Y | +323.5% | +26.8% | +296.7% | +248.9% |
| 5Y | +263.4% | +86.9% | +176.5% | +135.0% |
| 10Y | +1,598.5% | +1,235.1% | +363.4% | +382.3% |
| All | +1,598.5% | +1,218.1% | +380.4% | +382.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling