+1,972.6%
NOW vs TSEM
+1,287.3%
+685.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -1.2% |
| 7D | -3.0% | -17.5% | +14.5% | +0.2% |
| 30D | -26.0% | -44.7% | +18.6% | -18.4% |
| 3M | -13.1% | -38.9% | +25.8% | -6.9% |
| 6M | +14.5% | -36.7% | +51.2% | +15.6% |
| YTD | -33.4% | +17.0% | -50.4% | -44.0% |
| 1Y | -40.6% | +62.8% | -103.5% | -54.6% |
| 3Y | -16.3% | +471.3% | -487.6% | -56.0% |
| 5Y | -26.3% | +290.3% | -316.6% | -58.0% |
| 10Y | +512.7% | +790.1% | -277.4% | +173.5% |
| All | +1,972.6% | +1,287.3% | +685.3% | +678.4% |
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