+208.7%
NRG vs TSEM
+645.3%
-436.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.1% |
| 7D | -4.7% | -4.9% | +0.2% | -3.2% |
| 30D | -6.0% | -18.7% | +12.8% | -0.2% |
| 3M | -8.0% | -18.1% | +10.2% | -5.2% |
| 6M | -23.2% | +77.1% | -100.3% | -42.0% |
| YTD | -28.1% | +80.1% | -108.2% | -46.9% |
| 1Y | -27.3% | +220.4% | -247.7% | -58.4% |
| 3Y | +208.7% | +650.1% | -441.4% | +33.1% |
| All | +208.7% | +645.3% | -436.7% | +33.1% |
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