+12,377.6%
TSM vs CDNS
+1,169.9%
+11,207.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +1.4% |
| 7D | -2.5% | +2.1% | -4.6% | -3.2% |
| 30D | -14.3% | -4.6% | -9.6% | -12.5% |
| 3M | -7.2% | -0.8% | -6.4% | -7.3% |
| 6M | -5.1% | -7.2% | +2.1% | -2.9% |
| YTD | +28.9% | +7.7% | +21.2% | +22.9% |
| 1Y | +37.1% | +3.5% | +33.5% | +32.8% |
| 3Y | +341.5% | +31.2% | +310.2% | +286.2% |
| 5Y | +245.7% | +84.5% | +161.2% | +161.6% |
| 10Y | +1,502.2% | +1,242.9% | +259.4% | +466.4% |
| All | +12,377.6% | +1,169.9% | +11,207.6% | +2,724.0% |
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