-21.0%
TSEM vs NOC
+5,229.6%
-5,250.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +20.5% | +4.5% | +16.0% | +19.2% |
| 30D | -29.0% | +14.1% | -43.0% | -31.4% |
| 3M | -39.4% | -4.5% | -34.9% | -39.0% |
| 6M | -28.5% | -0.8% | -27.8% | -29.4% |
| YTD | +34.4% | -2.5% | +37.0% | +33.3% |
| 1Y | +48.3% | -0.1% | +48.4% | +46.0% |
| 3Y | +543.5% | +24.6% | +518.9% | +482.5% |
| 5Y | +331.4% | +65.6% | +265.8% | +247.1% |
| 10Y | +881.1% | +160.5% | +720.6% | +571.8% |
| All | -21.0% | +5,229.6% | -5,250.6% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling