+103.5%
NU vs TSEM
+633.2%
-529.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.1% | +0.8% |
| 7D | -4.2% | +0.9% | -5.1% | -4.5% |
| 30D | +10.0% | -16.6% | +26.7% | +13.4% |
| 3M | +29.3% | -10.9% | +40.2% | +28.6% |
| 6M | +0.9% | +78.0% | -77.1% | -19.7% |
| YTD | -10.3% | +77.2% | -87.5% | -29.3% |
| 1Y | -3.2% | +207.6% | -210.7% | -36.4% |
| All | +103.5% | +633.2% | -529.6% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling