+80.5%
TSEM vs NSC
+24.4%
+56.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.9% | -9.7% | -8.4% |
| 7D | -23.1% | +1.8% | -24.9% | -22.7% |
| 30D | -40.4% | +8.8% | -49.2% | -38.9% |
| 3M | -37.9% | +1.2% | -39.1% | -37.2% |
| 6M | -30.8% | +11.3% | -42.1% | -28.4% |
| YTD | +26.7% | +20.7% | +6.0% | +35.0% |
| 1Y | +80.5% | +23.4% | +57.1% | +85.5% |
| All | +80.5% | +24.4% | +56.1% | +85.5% |
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