+10.0%
TSEM vs NSC
+3,160.2%
-3,150.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | +10.4% | -1.5% | +11.9% | +11.0% |
| 30D | -12.9% | -1.9% | -11.0% | -12.4% |
| 3M | -9.2% | +6.2% | -15.4% | -11.4% |
| 6M | +98.8% | +9.2% | +89.6% | +91.2% |
| YTD | +87.2% | +15.0% | +72.2% | +76.4% |
| 1Y | +239.0% | +21.1% | +217.9% | +213.7% |
| 3Y | +679.5% | +78.6% | +600.9% | +525.5% |
| 5Y | +667.3% | +45.9% | +621.4% | +547.1% |
| 10Y | +1,301.0% | +326.9% | +974.2% | +714.8% |
| All | +10.0% | +3,160.2% | -3,150.2% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling