+253.1%
TSEM vs NTRS
+47.2%
+205.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.8% | +7.8% |
| 7D | +6.9% | +0.4% | +6.5% | +6.6% |
| 30D | +5.3% | +1.7% | +3.6% | +4.3% |
| 3M | -14.9% | +8.9% | -23.8% | -19.6% |
| 6M | +80.0% | +30.6% | +49.4% | +49.6% |
| YTD | +89.4% | +38.7% | +50.7% | +51.5% |
| 1Y | +253.1% | +48.1% | +205.0% | +174.1% |
| All | +253.1% | +47.2% | +205.9% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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