+1,282.5%
TSEM vs NTAP
+650.8%
+631.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.5% | -6.9% | -2.0% |
| 7D | -4.9% | +7.4% | -12.2% | -7.9% |
| 30D | -18.7% | -1.4% | -17.4% | -18.3% |
| 3M | -18.1% | +24.6% | -42.7% | -25.5% |
| 6M | +77.1% | +105.9% | -28.8% | +26.4% |
| YTD | +80.1% | +88.5% | -8.4% | +32.2% |
| 1Y | +220.4% | +62.1% | +158.3% | +151.9% |
| 3Y | +650.1% | +169.1% | +481.0% | +364.5% |
| 5Y | +628.9% | +141.9% | +487.0% | +363.2% |
| All | +1,282.5% | +650.8% | +631.7% | +410.0% |
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