+1,282.5%
TSEM vs NI
+143.3%
+1,139.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -18.7% | -1.4% | -17.4% | -18.4% |
| 3M | -18.1% | -10.6% | -7.5% | -15.5% |
| 6M | +77.1% | -9.3% | +86.4% | +82.2% |
| YTD | +80.1% | +1.1% | +79.0% | +79.6% |
| 1Y | +220.4% | +3.4% | +217.0% | +217.2% |
| 3Y | +650.1% | +67.9% | +582.2% | +556.2% |
| 5Y | +628.9% | +98.0% | +530.9% | +499.1% |
| All | +1,282.5% | +143.3% | +1,139.2% | +1,002.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling