+644.7%
TSEM vs NDAQ
+52.5%
+592.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | +4.7% | -1.6% | +6.3% | +5.2% |
| 30D | -14.2% | -1.5% | -12.8% | -14.0% |
| 3M | -5.0% | +8.0% | -13.1% | -8.6% |
| 6M | +87.6% | +7.7% | +79.8% | +79.3% |
| YTD | +84.4% | -2.3% | +86.8% | +83.3% |
| 1Y | +235.4% | +0.6% | +234.8% | +228.2% |
| 3Y | +668.0% | +90.9% | +577.1% | +494.8% |
| 5Y | +644.7% | +52.5% | +592.3% | +518.1% |
| All | +644.7% | +52.5% | +592.2% | +518.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling