+4.2%
TSEM vs NTRS
+3,959.2%
-3,955.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.3% | -4.4% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -16.6% | +0.2% | -16.8% | -16.6% |
| 3M | -10.9% | +13.2% | -24.1% | -14.5% |
| 6M | +78.0% | +36.9% | +41.1% | +60.0% |
| YTD | +77.2% | +39.1% | +38.1% | +58.2% |
| 1Y | +207.6% | +50.4% | +157.1% | +167.7% |
| 3Y | +637.8% | +166.8% | +471.0% | +426.3% |
| 5Y | +617.0% | +92.9% | +524.1% | +453.5% |
| 10Y | +1,270.7% | +255.7% | +1,015.0% | +749.5% |
| All | +4.2% | +3,959.2% | -3,955.0% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling