+6,596.5%
CDNS vs TSEM
+8.4%
+6,588.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -7.2% | +4.7% | -11.9% | -7.9% |
| 30D | -14.3% | -14.2% | 0.0% | -12.4% |
| 3M | -27.2% | -5.0% | -22.1% | -27.8% |
| 6M | -4.5% | +87.6% | -92.1% | -16.0% |
| YTD | -9.0% | +84.4% | -93.4% | -20.2% |
| 1Y | -21.3% | +235.4% | -256.7% | -37.6% |
| 3Y | +19.6% | +668.0% | -648.4% | -17.2% |
| 5Y | +71.5% | +644.7% | -573.2% | +18.4% |
| 10Y | +1,036.6% | +1,326.7% | -290.1% | +606.4% |
| All | +6,596.5% | +8.4% | +6,588.1% | +3,562.3% |
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