+194.3%
NOK vs TSEM
+645.3%
-451.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.3% |
| 7D | +11.0% | -4.9% | +15.8% | +12.5% |
| 30D | +7.8% | -18.7% | +26.6% | +14.1% |
| 3M | -21.0% | -18.1% | -2.9% | -17.6% |
| 6M | +40.9% | +77.1% | -36.2% | +26.7% |
| YTD | +72.0% | +80.1% | -8.1% | +53.6% |
| 1Y | +140.9% | +220.4% | -79.5% | +95.1% |
| 3Y | +194.3% | +650.1% | -455.8% | +88.2% |
| All | +194.3% | +645.3% | -451.1% | +88.2% |
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