-39.5%
TSEM vs NTAP
+23,420.6%
-23,460.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.1% | +7.7% | +7.8% |
| 7D | +6.9% | -0.8% | +7.7% | +7.1% |
| 30D | +5.3% | -0.5% | +5.8% | +5.5% |
| 3M | -14.9% | +4.1% | -19.0% | -15.5% |
| 6M | +80.0% | +88.0% | -7.9% | +53.1% |
| YTD | +89.4% | +75.6% | +13.8% | +62.9% |
| 1Y | +253.1% | +58.9% | +194.2% | +211.5% |
| 3Y | +642.1% | +153.6% | +488.6% | +483.4% |
| 5Y | +659.1% | +127.6% | +531.5% | +505.6% |
| 10Y | +1,291.4% | +580.4% | +711.0% | +746.1% |
| All | -39.5% | +23,420.6% | -23,460.1% | -86.6% |
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