+14,551.4%
NVDA vs TSEM
+1,289.9%
+13,261.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.7% | -0.5% |
| 7D | -4.3% | +0.9% | -5.2% | -4.9% |
| 30D | +0.5% | -16.6% | +17.1% | +8.4% |
| 3M | +9.1% | -10.9% | +20.0% | +8.5% |
| 6M | +18.5% | +78.0% | -59.6% | -23.5% |
| YTD | +17.4% | +77.2% | -59.8% | -25.8% |
| 1Y | +23.4% | +207.6% | -184.1% | -43.9% |
| 3Y | +380.6% | +637.8% | -257.3% | +26.1% |
| 5Y | +875.7% | +617.0% | +258.7% | +152.0% |
| All | +14,551.4% | +1,289.9% | +13,261.5% | +1,775.2% |
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