+80.5%
TSEM vs NIO
-54.1%
+134.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.4% | -12.2% | -10.1% |
| 7D | -23.1% | -0.6% | -22.5% | -22.9% |
| 30D | -40.4% | -3.5% | -36.9% | -39.4% |
| 3M | -37.9% | -30.7% | -7.2% | -28.1% |
| 6M | -30.8% | -45.6% | +14.8% | -12.2% |
| YTD | +26.7% | -35.3% | +62.0% | +53.7% |
| 1Y | +80.5% | -53.9% | +134.4% | +162.9% |
| All | +80.5% | -54.1% | +134.6% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 1y: compounded portfolio wealth divided by compounded NIO 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…
1y analysis · Full analysis span regression · 6 months rolling