+41.5%
NU vs TSEM
+455.6%
-414.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.3% | -3.0% |
| 7D | -4.9% | -4.9% | 0.0% | -3.9% |
| 30D | +7.8% | -18.7% | +26.6% | +12.5% |
| 3M | +20.9% | -18.1% | +39.0% | +22.9% |
| 6M | +0.9% | +77.1% | -76.2% | -21.3% |
| YTD | -12.7% | +80.1% | -92.8% | -33.1% |
| 1Y | -6.4% | +220.4% | -226.8% | -41.5% |
| 3Y | +98.1% | +650.1% | -552.0% | -12.2% |
| All | +41.5% | +455.6% | -414.1% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling