-45.8%
TSEM vs NTAP
+57.3%
-103.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.4% | -5.7% |
| 7D | +7.0% | +7.2% | -0.2% | +3.8% |
| 30D | -29.8% | -18.4% | -11.4% | -23.5% |
| 3M | -41.9% | -11.3% | -30.6% | -38.1% |
| 6M | -45.8% | +53.8% | -99.5% | -41.1% |
| All | -45.8% | +57.3% | -103.1% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling