-31.9%
ADSK vs TSEM
+259.4%
-291.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +7.8% | -16.1% | -7.6% |
| 7D | -16.4% | +6.9% | -23.3% | -15.8% |
| 30D | -9.2% | +5.3% | -14.5% | -8.6% |
| 3M | -6.7% | -14.9% | +8.2% | -6.5% |
| 6M | -15.5% | +80.0% | -95.5% | -17.4% |
| YTD | -26.4% | +89.4% | -115.7% | -29.1% |
| 1Y | -31.9% | +253.1% | -285.0% | -37.2% |
| All | -31.9% | +259.4% | -291.3% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling