+253.1%
TSEM vs NTAP
+61.4%
+191.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.1% | +7.7% | +7.8% |
| 7D | +6.9% | -0.8% | +7.7% | +7.1% |
| 30D | +5.3% | -0.5% | +5.8% | +5.7% |
| 3M | -14.9% | +4.1% | -19.0% | -16.0% |
| 6M | +80.0% | +88.0% | -7.9% | +40.1% |
| YTD | +89.4% | +75.6% | +13.8% | +52.9% |
| 1Y | +253.1% | +58.9% | +194.2% | +209.4% |
| All | +253.1% | +61.4% | +191.7% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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