-6.4%
NU vs TSEM
+212.9%
-219.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.3% | -2.8% |
| 7D | -4.9% | -4.9% | 0.0% | -4.4% |
| 30D | +7.8% | -18.7% | +26.6% | +9.8% |
| 3M | +20.9% | -18.1% | +39.0% | +21.7% |
| 6M | +0.9% | +77.1% | -76.2% | -14.5% |
| YTD | -12.7% | +80.1% | -92.8% | -26.5% |
| 1Y | -6.4% | +220.4% | -226.8% | -28.6% |
| All | -6.4% | +212.9% | -219.3% | -28.6% |
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