+48.4%
NU vs TSEM
+477.4%
-429.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | 0.0% |
| 7D | +6.0% | +10.4% | -4.4% | +3.7% |
| 30D | +10.8% | -12.9% | +23.7% | +13.9% |
| 3M | +32.2% | -9.2% | +41.3% | +30.9% |
| 6M | +5.1% | +98.8% | -93.6% | -20.6% |
| YTD | -8.4% | +87.2% | -95.6% | -30.4% |
| 1Y | +0.7% | +239.0% | -238.2% | -37.9% |
| 3Y | +125.1% | +679.5% | -554.4% | -1.0% |
| All | +48.4% | +477.4% | -429.0% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling