+84.6%
TSEM vs NDAQ
+2,632.1%
-2,547.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +20.5% | +1.7% | +18.8% | +20.0% |
| 30D | -29.0% | +16.2% | -45.2% | -32.1% |
| 3M | -39.4% | +14.0% | -53.3% | -41.8% |
| 6M | -28.5% | +22.3% | -50.8% | -33.3% |
| YTD | +34.4% | +13.0% | +21.4% | +27.6% |
| 1Y | +48.3% | +24.0% | +24.3% | +37.2% |
| 3Y | +543.5% | +117.1% | +426.5% | +412.5% |
| 5Y | +331.4% | +67.5% | +263.9% | +263.2% |
| 10Y | +881.1% | +474.3% | +406.8% | +500.2% |
| All | +84.6% | +2,632.1% | -2,547.4% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling