+513.1%
TSEM vs NTR
+97.9%
+415.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | -4.9% | -1.3% | -3.6% | -4.6% |
| 30D | -18.7% | +16.8% | -35.5% | -22.0% |
| 3M | -18.1% | +20.7% | -38.9% | -22.6% |
| 6M | +77.1% | +0.5% | +76.6% | +74.7% |
| YTD | +80.1% | +29.2% | +51.0% | +64.2% |
| 1Y | +220.4% | +39.6% | +180.8% | +184.5% |
| 3Y | +650.1% | +37.9% | +612.2% | +555.7% |
| 5Y | +628.9% | +47.1% | +581.8% | +460.8% |
| All | +513.1% | +97.9% | +415.2% | +311.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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