+1,815.4%
TSM vs CDNS
+1,013.9%
+801.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +4.8% | -7.2% | +12.0% | +9.0% |
| 30D | +4.0% | -14.3% | +18.3% | +12.7% |
| 3M | +2.0% | -27.2% | +29.2% | +20.7% |
| 6M | +25.5% | -4.5% | +30.0% | +26.2% |
| YTD | +44.0% | -9.0% | +53.0% | +47.1% |
| 1Y | +75.4% | -21.3% | +96.8% | +93.7% |
| 3Y | +406.7% | +19.6% | +387.2% | +330.9% |
| 5Y | +285.0% | +71.5% | +213.4% | +160.4% |
| 10Y | +1,815.4% | +1,036.6% | +778.8% | +446.2% |
| All | +1,815.4% | +1,013.9% | +801.5% | +446.2% |
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