+10.0%
TSEM vs NI
+2,729.1%
-2,719.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.5% |
| 7D | +10.4% | +2.3% | +8.1% | +9.6% |
| 30D | -12.9% | -1.7% | -11.3% | -12.5% |
| 3M | -9.2% | -8.0% | -1.2% | -6.9% |
| 6M | +98.8% | -8.6% | +107.4% | +104.3% |
| YTD | +87.2% | +2.3% | +84.9% | +85.8% |
| 1Y | +239.0% | +6.9% | +232.0% | +231.6% |
| 3Y | +679.5% | +70.6% | +608.9% | +562.4% |
| 5Y | +667.3% | +96.4% | +570.9% | +514.3% |
| 10Y | +1,301.0% | +136.1% | +1,164.9% | +923.1% |
| All | +10.0% | +2,729.1% | -2,719.1% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling