+290.7%
TSM vs CDNS
+72.8%
+218.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +4.0% |
| 7D | +6.0% | -9.2% | +15.3% | +11.7% |
| 30D | +4.5% | -16.3% | +20.8% | +14.8% |
| 3M | +3.1% | -27.9% | +31.0% | +23.0% |
| 6M | +30.2% | -4.3% | +34.5% | +30.8% |
| YTD | +45.2% | -9.1% | +54.3% | +48.5% |
| 1Y | +79.6% | -21.2% | +100.8% | +98.8% |
| 3Y | +411.0% | +19.4% | +391.6% | +328.9% |
| 5Y | +290.7% | +71.6% | +219.1% | +157.2% |
| All | +290.7% | +72.8% | +218.0% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling