+48.2%
TSEM vs NSC
+16.6%
+31.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.3% | -7.2% |
| 7D | +7.0% | +2.5% | +4.5% | +7.5% |
| 30D | -29.8% | +1.7% | -31.5% | -29.1% |
| 3M | -41.9% | -2.6% | -39.4% | -41.9% |
| 6M | -45.8% | +6.4% | -52.2% | -44.3% |
| YTD | +25.1% | +15.5% | +9.6% | +33.6% |
| 1Y | +48.2% | +17.6% | +30.6% | +59.2% |
| All | +48.2% | +16.6% | +31.7% | +59.2% |
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