+253.1%
TSEM vs NVD
-61.9%
+315.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.4% | +9.2% | +7.3% |
| 7D | +6.9% | -11.1% | +18.0% | +1.9% |
| 30D | +5.3% | -13.3% | +18.6% | +1.2% |
| 3M | -14.9% | -19.8% | +4.9% | -18.1% |
| 6M | +80.0% | -48.8% | +128.8% | +48.1% |
| YTD | +89.4% | -49.7% | +139.0% | +58.4% |
| 1Y | +253.1% | -61.4% | +314.4% | +185.6% |
| All | +253.1% | -61.9% | +315.0% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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