+621.7%
TSEM vs NTRS
+93.2%
+528.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | -4.9% | +1.4% | -6.2% | -5.4% |
| 30D | -18.7% | -0.7% | -18.1% | -18.5% |
| 3M | -18.1% | +11.3% | -29.4% | -21.7% |
| 6M | +77.1% | +35.5% | +41.6% | +56.2% |
| YTD | +80.1% | +40.6% | +39.5% | +56.5% |
| 1Y | +220.4% | +49.2% | +171.2% | +172.4% |
| 3Y | +650.1% | +167.2% | +482.8% | +422.2% |
| All | +621.7% | +93.2% | +528.5% | +474.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling