+160.0%
TSEM vs NDAQ
+2,327.9%
-2,167.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.9% | +9.7% | +8.3% |
| 7D | +6.9% | -2.4% | +9.3% | +7.5% |
| 30D | +5.3% | +2.5% | +2.9% | +4.5% |
| 3M | -14.9% | +9.9% | -24.8% | -17.8% |
| 6M | +80.0% | +9.4% | +70.6% | +73.5% |
| YTD | +89.4% | +0.4% | +88.9% | +86.3% |
| 1Y | +253.1% | +4.0% | +249.1% | +243.6% |
| 3Y | +642.1% | +94.4% | +547.7% | +511.1% |
| 5Y | +659.1% | +56.7% | +602.4% | +553.5% |
| 10Y | +1,291.4% | +375.3% | +916.1% | +797.2% |
| All | +160.0% | +2,327.9% | -2,167.8% | +12.6% |
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