+193.5%
NRG vs TSEM
+617.3%
-423.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.2% |
| 7D | -4.7% | -4.9% | +0.2% | -3.5% |
| 30D | -6.0% | -18.7% | +12.8% | -1.2% |
| 3M | -8.0% | -18.1% | +10.2% | -5.5% |
| 6M | -23.2% | +77.1% | -100.3% | -37.4% |
| YTD | -28.1% | +80.1% | -108.2% | -42.1% |
| 1Y | -27.3% | +220.4% | -247.7% | -50.4% |
| 3Y | +208.7% | +650.1% | -441.4% | +75.9% |
| All | +193.5% | +617.3% | -423.8% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling