+253.1%
TSEM vs NSC
+20.4%
+232.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.5% | +7.3% | +7.9% |
| 7D | +6.9% | -5.5% | +12.4% | +5.8% |
| 30D | +5.3% | -3.2% | +8.5% | +4.9% |
| 3M | -14.9% | +7.7% | -22.6% | -13.8% |
| 6M | +80.0% | +4.5% | +75.5% | +83.6% |
| YTD | +89.4% | +15.6% | +73.8% | +94.8% |
| 1Y | +253.1% | +19.8% | +233.2% | +269.4% |
| All | +253.1% | +20.4% | +232.7% | +269.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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