+889.5%
NOK vs TSEM
+10.0%
+879.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.4% |
| 7D | +7.3% | +10.4% | -3.2% | +5.4% |
| 30D | +13.8% | -12.9% | +26.7% | +16.3% |
| 3M | -27.0% | -9.2% | -17.8% | -26.3% |
| 6M | +37.6% | +98.8% | -61.2% | +22.3% |
| YTD | +64.6% | +87.2% | -22.6% | +47.1% |
| 1Y | +132.0% | +239.0% | -106.9% | +88.0% |
| 3Y | +183.7% | +679.5% | -495.8% | +97.1% |
| 5Y | +101.3% | +667.3% | -566.0% | +38.1% |
| 10Y | +122.4% | +1,301.0% | -1,178.6% | +34.5% |
| All | +889.5% | +10.0% | +879.5% | +518.0% |
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 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