+207.6%
TSEM vs NOC
-7.7%
+215.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -3.8% |
| 7D | +0.9% | -1.8% | +2.7% | +0.7% |
| 30D | -16.6% | -9.4% | -7.2% | -17.8% |
| 3M | -10.9% | -3.8% | -7.1% | -10.3% |
| 6M | +78.0% | -28.8% | +106.8% | +89.7% |
| YTD | +77.2% | -7.9% | +85.1% | +100.3% |
| 1Y | +207.6% | -9.0% | +216.6% | +253.4% |
| All | +207.6% | -7.7% | +215.2% | +253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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