+2,653.3%
ADSK vs TSEM
+4.2%
+2,649.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +3.0% |
| 7D | -10.9% | +0.9% | -11.8% | -11.2% |
| 30D | -15.9% | -16.6% | +0.7% | -13.9% |
| 3M | -4.4% | -10.9% | +6.5% | -5.4% |
| 6M | -16.6% | +78.0% | -94.7% | -27.9% |
| YTD | -28.5% | +77.2% | -105.7% | -38.6% |
| 1Y | -34.6% | +207.6% | -242.2% | -49.1% |
| 3Y | -3.5% | +637.8% | -641.3% | -36.1% |
| 5Y | -25.6% | +617.0% | -642.6% | -51.0% |
| 10Y | +216.6% | +1,270.7% | -1,054.1% | +86.0% |
| All | +2,653.3% | +4.2% | +2,649.1% | +1,415.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling