-24.1%
NU vs TSEM
+79.9%
-104.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.7% | +12.0% | +4.0% |
| 7D | +0.2% | -23.1% | +23.3% | +2.3% |
| 30D | -21.0% | -40.4% | +19.4% | -17.3% |
| 3M | -16.3% | -37.9% | +21.5% | -12.9% |
| 6M | -15.3% | -30.8% | +15.5% | -15.6% |
| YTD | -28.4% | +26.7% | -55.1% | -37.6% |
| 1Y | -24.1% | +80.5% | -104.6% | -39.1% |
| All | -24.1% | +79.9% | -104.0% | -39.1% |
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 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