-26.5%
TSEM vs NSC
+3,173.2%
-3,199.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.3% | -6.4% |
| 7D | +7.0% | +2.5% | +4.5% | +6.2% |
| 30D | -29.8% | +1.7% | -31.5% | -30.2% |
| 3M | -41.9% | -2.6% | -39.4% | -41.6% |
| 6M | -45.8% | +6.4% | -52.2% | -47.3% |
| YTD | +25.1% | +15.5% | +9.6% | +17.5% |
| 1Y | +48.2% | +17.6% | +30.6% | +38.3% |
| 3Y | +476.5% | +75.0% | +401.5% | +366.4% |
| 5Y | +301.4% | +32.2% | +269.3% | +250.2% |
| 10Y | +812.9% | +296.6% | +516.3% | +442.9% |
| All | -26.5% | +3,173.2% | -3,199.7% | -76.7% |
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