+18.3%
NOW vs TSEM
+629.0%
-610.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.8% | -10.8% | -3.0% |
| 7D | -2.4% | +6.9% | -9.3% | -2.4% |
| 30D | +20.5% | +5.3% | +15.2% | +20.3% |
| 3M | +18.3% | -14.9% | +33.3% | +18.4% |
| 6M | +24.1% | +80.0% | -56.0% | +10.3% |
| YTD | -7.8% | +89.4% | -97.1% | -20.1% |
| 1Y | -21.4% | +253.1% | -274.5% | -42.6% |
| All | +18.3% | +629.0% | -610.7% | -27.2% |
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