+18.8%
NVDL vs TSEM
+212.9%
-194.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.8% |
| 7D | -10.3% | -4.9% | -5.5% | -8.5% |
| 30D | -7.1% | -18.7% | +11.6% | +0.6% |
| 3M | +6.6% | -18.1% | +24.7% | +12.6% |
| 6M | +21.1% | +77.1% | -56.0% | -19.1% |
| YTD | +15.2% | +80.1% | -64.9% | -25.7% |
| 1Y | +18.8% | +220.4% | -201.6% | -53.3% |
| All | +18.8% | +212.9% | -194.2% | -53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling