+668.0%
TSEM vs NTAP
+146.1%
+521.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.5% |
| 7D | +4.7% | +2.2% | +2.5% | +3.7% |
| 30D | -14.2% | -7.0% | -7.2% | -11.4% |
| 3M | -5.0% | +12.3% | -17.4% | -9.5% |
| 6M | +87.6% | +85.1% | +2.5% | +37.7% |
| YTD | +84.4% | +74.8% | +9.7% | +37.9% |
| 1Y | +235.4% | +52.7% | +182.7% | +169.6% |
| All | +668.0% | +146.1% | +521.8% | +411.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling