-62.2%
ADBE vs TSEM
+610.6%
-672.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.6% | -2.3% |
| 7D | -12.9% | +0.9% | -13.8% | -13.0% |
| 30D | -5.6% | -16.6% | +11.0% | -5.2% |
| 3M | +6.6% | -10.9% | +17.5% | +5.8% |
| 6M | -9.6% | +78.0% | -87.6% | -19.9% |
| YTD | -28.9% | +77.2% | -106.1% | -37.8% |
| 1Y | -28.9% | +207.6% | -236.5% | -44.8% |
| 3Y | -55.6% | +637.8% | -693.4% | -72.9% |
| 5Y | -62.2% | +617.0% | -679.2% | -75.6% |
| All | -62.2% | +610.6% | -672.9% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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