+11.3%
TSEM vs NOC
+4,898.2%
-4,886.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.5% | +10.4% | +8.5% |
| 7D | +6.9% | -5.2% | +12.1% | +8.3% |
| 30D | +5.3% | -7.2% | +12.5% | +7.2% |
| 3M | -14.9% | -5.1% | -9.8% | -14.5% |
| 6M | +80.0% | -31.1% | +111.1% | +96.3% |
| YTD | +89.4% | -8.6% | +97.9% | +91.6% |
| 1Y | +253.1% | -9.7% | +262.8% | +257.4% |
| 3Y | +642.1% | +24.3% | +617.8% | +569.1% |
| 5Y | +659.1% | +52.6% | +606.5% | +524.9% |
| 10Y | +1,291.4% | +183.6% | +1,107.8% | +829.6% |
| All | +11.3% | +4,898.2% | -4,886.9% | -59.5% |
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