+637.8%
TSEM vs NOC
+28.9%
+609.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -3.8% |
| 7D | +0.9% | -1.8% | +2.7% | +0.6% |
| 30D | -16.6% | -9.4% | -7.2% | -18.0% |
| 3M | -10.9% | -3.8% | -7.1% | -10.8% |
| 6M | +78.0% | -28.8% | +106.8% | +74.1% |
| YTD | +77.2% | -7.9% | +85.1% | +81.5% |
| 1Y | +207.6% | -9.0% | +216.6% | +215.2% |
| All | +637.8% | +28.9% | +609.0% | +738.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling