+523.5%
TSEM vs NTAP
+150.8%
+372.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.1% | +3.6% | +5.6% |
| 7D | +6.8% | -2.4% | +9.2% | +8.5% |
| 30D | -26.6% | -23.4% | -3.2% | -16.1% |
| 3M | -36.3% | -7.5% | -28.8% | -33.0% |
| 6M | -30.6% | +56.4% | -87.0% | -43.6% |
| YTD | +35.3% | +73.6% | -38.3% | +3.2% |
| 1Y | +59.2% | +68.4% | -9.2% | +23.8% |
| All | +523.5% | +150.8% | +372.7% | +337.5% |
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