+3.4%
NU vs TSEM
+259.4%
-256.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.8% | -9.8% | -2.7% |
| 7D | +7.5% | +6.9% | +0.6% | +6.8% |
| 30D | +6.1% | +5.3% | +0.8% | +5.5% |
| 3M | +26.8% | -14.9% | +41.7% | +27.0% |
| 6M | +2.5% | +80.0% | -77.6% | -13.0% |
| YTD | -8.2% | +89.4% | -97.5% | -23.0% |
| 1Y | +3.4% | +253.1% | -249.7% | -20.3% |
| All | +3.4% | +259.4% | -256.0% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling