+2,622.7%
NVDL vs TSEM
+365.7%
+2,257.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.9% |
| 7D | -0.8% | +4.7% | -5.6% | -3.8% |
| 30D | +3.4% | -14.2% | +17.7% | +13.3% |
| 3M | +8.1% | -5.0% | +13.2% | +4.3% |
| 6M | +31.9% | +87.6% | -55.7% | -34.7% |
| YTD | +21.1% | +84.4% | -63.3% | -41.0% |
| 1Y | +34.0% | +235.4% | -201.4% | -64.1% |
| 3Y | +677.9% | +668.0% | +10.0% | +11.6% |
| All | +2,622.7% | +365.7% | +2,257.0% | +573.5% |
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