+13,634.3%
TSM vs CDNS
+1,004.5%
+12,629.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.0% | +6.8% | +4.5% |
| 7D | +2.7% | -14.0% | +16.7% | +8.9% |
| 30D | +3.6% | -13.2% | +16.8% | +9.3% |
| 3M | -3.4% | -28.9% | +25.5% | +10.4% |
| 6M | +20.6% | -4.2% | +24.8% | +21.5% |
| YTD | +41.9% | -6.4% | +48.2% | +43.2% |
| 1Y | +84.4% | -16.2% | +100.6% | +93.9% |
| 3Y | +380.2% | +20.2% | +360.0% | +335.4% |
| 5Y | +275.3% | +76.6% | +198.7% | +189.3% |
| 10Y | +1,751.4% | +1,029.7% | +721.7% | +601.3% |
| All | +13,634.3% | +1,004.5% | +12,629.8% | +3,189.7% |
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