+1,101.8%
NBIS vs TSEM
+384.8%
+716.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.4% |
| 7D | +17.8% | +4.7% | +13.0% | +14.0% |
| 30D | +30.5% | -14.2% | +44.8% | +46.6% |
| 3M | +9.2% | -5.0% | +14.2% | +11.2% |
| 6M | +153.2% | +87.6% | +65.6% | +46.7% |
| YTD | +187.1% | +84.4% | +102.7% | +63.1% |
| 1Y | +151.1% | +235.4% | -84.3% | -19.3% |
| All | +1,101.8% | +384.8% | +716.9% | +224.7% |
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