+644.7%
TSEM vs NOC
+55.2%
+589.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | +4.7% | -1.6% | +6.3% | +4.6% |
| 30D | -14.2% | -10.4% | -3.9% | -15.0% |
| 3M | -5.0% | -5.6% | +0.6% | -5.1% |
| 6M | +87.6% | -30.4% | +118.0% | +86.1% |
| YTD | +84.4% | -8.5% | +92.9% | +86.4% |
| 1Y | +235.4% | -8.3% | +243.7% | +239.4% |
| 3Y | +668.0% | +28.2% | +639.8% | +688.9% |
| 5Y | +644.7% | +56.7% | +588.0% | +696.9% |
| All | +644.7% | +55.2% | +589.6% | +696.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling