+80.5%
TSEM vs NTRA
+99.0%
-18.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.4% | -9.0% |
| 7D | -23.1% | -7.9% | -15.2% | -20.7% |
| 30D | -40.4% | -8.1% | -32.2% | -38.5% |
| 3M | -37.9% | +42.1% | -80.0% | -44.3% |
| 6M | -30.8% | +84.8% | -115.6% | -42.0% |
| YTD | +26.7% | +70.7% | -44.0% | +8.4% |
| 1Y | +80.5% | +99.0% | -18.6% | +30.6% |
| All | +80.5% | +99.0% | -18.6% | +30.6% |
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