-56.8%
TSEM vs NTAP
+23,159.9%
-23,216.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.1% | +3.6% | +6.6% |
| 7D | +6.8% | -2.4% | +9.2% | +7.7% |
| 30D | -26.6% | -23.4% | -3.2% | -21.1% |
| 3M | -36.3% | -7.5% | -28.8% | -34.6% |
| 6M | -30.6% | +56.4% | -87.0% | -37.9% |
| YTD | +35.3% | +73.6% | -38.3% | +17.5% |
| 1Y | +59.2% | +68.4% | -9.2% | +39.6% |
| 3Y | +547.7% | +150.6% | +397.1% | +414.5% |
| 5Y | +337.5% | +122.5% | +215.1% | +253.4% |
| 10Y | +887.4% | +589.7% | +297.7% | +503.8% |
| All | -56.8% | +23,159.9% | -23,216.7% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling