+1,026.7%
CDNS vs TSEM
+1,289.9%
-263.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.2% |
| 7D | -6.5% | +0.9% | -7.5% | -7.0% |
| 30D | -13.0% | -16.6% | +3.6% | -8.8% |
| 3M | -26.0% | -10.9% | -15.1% | -26.4% |
| 6M | -2.8% | +78.0% | -80.9% | -26.0% |
| YTD | -8.8% | +77.2% | -86.0% | -31.6% |
| 1Y | -15.8% | +207.6% | -223.4% | -49.2% |
| 3Y | +19.7% | +637.8% | -618.1% | -49.8% |
| 5Y | +70.8% | +617.0% | -546.2% | -30.0% |
| All | +1,026.7% | +1,289.9% | -263.2% | +242.5% |
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