+138.6%
NOK vs TSEM
+1,313.0%
-1,174.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.4% |
| 7D | +11.0% | -4.9% | +15.8% | +12.4% |
| 30D | +7.8% | -18.7% | +26.6% | +13.7% |
| 3M | -21.0% | -18.1% | -2.9% | -17.8% |
| 6M | +40.9% | +77.1% | -36.2% | +22.1% |
| YTD | +72.0% | +80.1% | -8.1% | +47.5% |
| 1Y | +140.9% | +220.4% | -79.5% | +80.2% |
| 3Y | +194.3% | +650.1% | -455.8% | +72.6% |
| 5Y | +112.5% | +628.9% | -516.3% | +22.3% |
| All | +138.6% | +1,313.0% | -1,174.4% | +13.0% |
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