+506.3%
NOW vs TSEM
+839.5%
-333.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.5% |
| 7D | -8.7% | -9.5% | +0.7% | -7.4% |
| 30D | -29.3% | -35.5% | +6.2% | -24.2% |
| 3M | -21.8% | -41.6% | +19.7% | -15.6% |
| 6M | +9.2% | -30.1% | +39.3% | +7.2% |
| YTD | -35.0% | +25.7% | -60.7% | -48.1% |
| 1Y | -42.5% | +50.5% | -93.0% | -57.0% |
| 3Y | -21.5% | +501.7% | -523.2% | -65.3% |
| 5Y | -25.8% | +310.9% | -336.7% | -63.4% |
| 10Y | +506.3% | +849.8% | -343.5% | +66.2% |
| All | +506.3% | +839.5% | -333.2% | +66.2% |
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 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