+71.5%
CDNS vs TSEM
+654.3%
-582.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -7.2% | +4.7% | -11.9% | -8.3% |
| 30D | -14.3% | -14.2% | 0.0% | -11.5% |
| 3M | -27.2% | -5.0% | -22.1% | -28.5% |
| 6M | -4.5% | +87.6% | -92.1% | -24.7% |
| YTD | -9.0% | +84.4% | -93.4% | -29.0% |
| 1Y | -21.3% | +235.4% | -256.7% | -50.4% |
| 3Y | +19.6% | +668.0% | -648.4% | -44.4% |
| 5Y | +71.5% | +644.7% | -573.2% | -16.5% |
| All | +71.5% | +654.3% | -582.8% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling