+786.5%
TSEM vs NTAP
+583.1%
+203.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.4% | -5.8% |
| 7D | +7.0% | +7.2% | -0.2% | +3.9% |
| 30D | -29.8% | -18.4% | -11.4% | -22.3% |
| 3M | -41.9% | -11.3% | -30.6% | -38.0% |
| 6M | -45.8% | +53.8% | -99.5% | -55.6% |
| YTD | +25.1% | +72.0% | -46.9% | -3.3% |
| 1Y | +48.2% | +68.0% | -19.8% | +16.1% |
| 3Y | +476.5% | +149.5% | +327.0% | +273.5% |
| 5Y | +301.4% | +125.6% | +175.9% | +166.0% |
| All | +786.5% | +583.1% | +203.4% | +231.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling