+215.4%
ADSK vs TSEM
+1,313.0%
-1,097.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -2.5% | -4.9% | +2.3% | -1.5% |
| 30D | -14.9% | -18.7% | +3.9% | -11.5% |
| 3M | +3.3% | -18.1% | +21.4% | +3.8% |
| 6M | -15.7% | +77.1% | -92.8% | -36.0% |
| YTD | -28.2% | +80.1% | -108.4% | -46.9% |
| 1Y | -34.5% | +220.4% | -254.9% | -60.9% |
| 3Y | -2.9% | +650.1% | -653.0% | -60.0% |
| 5Y | -25.3% | +628.9% | -654.2% | -70.2% |
| All | +215.4% | +1,313.0% | -1,097.6% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling