-2.9%
ADSK vs TSEM
+645.3%
-648.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | -2.5% | -4.9% | +2.3% | -2.3% |
| 30D | -14.9% | -18.7% | +3.9% | -14.2% |
| 3M | +3.3% | -18.1% | +21.4% | +3.5% |
| 6M | -15.7% | +77.1% | -92.8% | -27.0% |
| YTD | -28.2% | +80.1% | -108.4% | -39.0% |
| 1Y | -34.5% | +220.4% | -254.9% | -52.1% |
| 3Y | -2.9% | +650.1% | -653.0% | -46.8% |
| All | -2.9% | +645.3% | -648.2% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling