+644.7%
TSEM vs NSC
+44.1%
+600.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | +4.7% | -2.0% | +6.8% | +5.4% |
| 30D | -14.2% | -3.2% | -11.1% | -13.5% |
| 3M | -5.0% | +3.9% | -9.0% | -6.5% |
| 6M | +87.6% | +7.8% | +79.8% | +81.7% |
| YTD | +84.4% | +13.4% | +71.0% | +74.9% |
| 1Y | +235.4% | +20.3% | +215.1% | +211.3% |
| 3Y | +668.0% | +76.1% | +591.9% | +533.1% |
| 5Y | +644.7% | +45.0% | +599.7% | +540.5% |
| All | +644.7% | +44.1% | +600.7% | +540.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling