+17.0%
CDNS vs TSEM
+663.1%
-646.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -7.2% | +4.7% | -11.9% | -8.2% |
| 30D | -14.3% | -14.2% | 0.0% | -11.8% |
| 3M | -27.2% | -5.0% | -22.1% | -28.4% |
| 6M | -4.5% | +87.6% | -92.1% | -24.2% |
| YTD | -9.0% | +84.4% | -93.4% | -28.6% |
| 1Y | -21.3% | +235.4% | -256.7% | -51.0% |
| All | +17.0% | +663.1% | -646.1% | -45.5% |
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 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