+1,166.2%
CDNS vs TSEM
+805.6%
+360.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.9% | +3.9% | -1.1% |
| 7D | +1.0% | +7.0% | -6.0% | -1.2% |
| 30D | -2.0% | -29.8% | +27.8% | +7.3% |
| 3M | -0.2% | -41.9% | +41.7% | +14.0% |
| 6M | -8.9% | -45.8% | +36.9% | +2.5% |
| YTD | +3.3% | +25.1% | -21.8% | -15.8% |
| 1Y | +2.2% | +48.2% | -46.0% | -22.0% |
| 3Y | +22.4% | +476.5% | -454.1% | -46.2% |
| 5Y | +78.0% | +301.4% | -223.4% | -12.9% |
| All | +1,166.2% | +805.6% | +360.6% | +337.5% |
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