+75.4%
TSM vs CDNS
-21.4%
+96.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +4.8% | -7.2% | +12.0% | +7.7% |
| 30D | +4.0% | -14.3% | +18.3% | +10.0% |
| 3M | +2.0% | -27.2% | +29.2% | +14.9% |
| 6M | +25.5% | -4.5% | +30.0% | +28.9% |
| YTD | +44.0% | -9.0% | +53.0% | +50.0% |
| 1Y | +75.4% | -21.3% | +96.8% | +88.8% |
| All | +75.4% | -21.4% | +96.8% | +88.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling