+235.9%
NVDA vs TSEM
+547.1%
-311.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.9% | +4.9% | +0.2% |
| 7D | -12.7% | +7.0% | -19.7% | -14.9% |
| 30D | -26.4% | -29.8% | +3.4% | -18.7% |
| 3M | -27.6% | -41.9% | +14.3% | -16.0% |
| 6M | -27.7% | -45.8% | +18.0% | -17.1% |
| YTD | -12.5% | +25.1% | -37.6% | -33.1% |
| 1Y | -12.6% | +48.2% | -60.9% | -39.1% |
| 3Y | +235.9% | +476.5% | -240.5% | +29.3% |
| All | +235.9% | +547.1% | -311.1% | +29.3% |
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