+15,986.9%
NVO vs TSEM
+4.2%
+15,982.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.0% |
| 7D | -7.4% | +0.9% | -8.3% | -7.4% |
| 30D | -5.5% | -16.6% | +11.1% | -4.6% |
| 3M | +4.1% | -10.9% | +15.0% | +4.0% |
| 6M | +19.3% | +78.0% | -58.7% | +13.3% |
| YTD | -9.2% | +77.2% | -86.4% | -13.9% |
| 1Y | -15.0% | +207.6% | -222.6% | -22.3% |
| 3Y | -50.9% | +637.8% | -688.7% | -57.8% |
| 5Y | -0.9% | +617.0% | -617.8% | -15.1% |
| 10Y | +152.4% | +1,270.7% | -1,118.2% | +105.3% |
| All | +15,986.9% | +4.2% | +15,982.8% | +11,629.0% |
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 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