+253.1%
TSEM vs NTRA
+96.0%
+157.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.2% | +7.7% | +7.8% |
| 7D | +6.9% | +0.6% | +6.3% | +6.7% |
| 30D | +5.3% | +19.5% | -14.2% | -0.2% |
| 3M | -14.9% | +47.8% | -62.7% | -22.5% |
| 6M | +80.0% | +61.6% | +18.4% | +56.3% |
| YTD | +89.4% | +43.3% | +46.1% | +71.4% |
| 1Y | +253.1% | +97.0% | +156.0% | +208.9% |
| All | +253.1% | +96.0% | +157.1% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 1y: compounded portfolio wealth divided by compounded NTRA 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…
1y analysis · Full analysis span regression · 6 months rolling