+668.0%
TSEM vs NSC
+75.0%
+593.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | +4.7% | -2.0% | +6.8% | +5.4% |
| 30D | -14.2% | -3.2% | -11.1% | -13.4% |
| 3M | -5.0% | +3.9% | -9.0% | -6.7% |
| 6M | +87.6% | +7.8% | +79.8% | +80.7% |
| YTD | +84.4% | +13.4% | +71.0% | +73.2% |
| 1Y | +235.4% | +20.3% | +215.1% | +206.2% |
| All | +668.0% | +75.0% | +593.0% | +518.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling