+396.0%
NVDA vs TSEM
+663.1%
-267.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -0.3% | +4.7% | -5.0% | -1.9% |
| 30D | +2.8% | -14.2% | +17.1% | +7.6% |
| 3M | +7.4% | -5.0% | +12.5% | +5.2% |
| 6M | +22.6% | +87.6% | -65.0% | -14.7% |
| YTD | +20.1% | +84.4% | -64.4% | -17.5% |
| 1Y | +31.2% | +235.4% | -204.2% | -35.0% |
| All | +396.0% | +663.1% | -267.1% | +71.0% |
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