+45.4%
NU vs TSEM
+446.5%
-401.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.1% | +1.0% |
| 7D | -4.2% | +0.9% | -5.1% | -4.5% |
| 30D | +10.0% | -16.6% | +26.7% | +14.2% |
| 3M | +29.3% | -10.9% | +40.2% | +28.5% |
| 6M | +0.9% | +78.0% | -77.1% | -21.6% |
| YTD | -10.3% | +77.2% | -87.5% | -31.0% |
| 1Y | -3.2% | +207.6% | -210.7% | -38.7% |
| 3Y | +120.6% | +637.8% | -517.3% | -1.9% |
| All | +45.4% | +446.5% | -401.1% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling