+679.5%
TSEM vs NDAQ
+91.7%
+587.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.5% |
| 7D | +10.4% | -2.6% | +13.0% | +11.3% |
| 30D | -12.9% | +0.5% | -13.4% | -13.2% |
| 3M | -9.2% | +9.9% | -19.1% | -13.5% |
| 6M | +98.8% | +8.2% | +90.6% | +88.7% |
| YTD | +87.2% | -1.5% | +88.7% | +86.9% |
| 1Y | +239.0% | +1.3% | +237.6% | +231.3% |
| 3Y | +679.5% | +92.6% | +586.9% | +461.7% |
| All | +679.5% | +91.7% | +587.8% | +461.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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