+80.5%
TSEM vs NVD
-27.4%
+107.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.5% | -15.2% | -5.3% |
| 7D | -23.1% | +15.0% | -38.1% | -16.2% |
| 30D | -40.4% | +39.3% | -79.7% | -27.3% |
| 3M | -37.9% | +3.1% | -41.0% | -32.2% |
| 6M | -30.8% | -19.0% | -11.8% | -27.3% |
| YTD | +26.7% | -35.5% | +62.2% | +22.6% |
| 1Y | +80.5% | -30.2% | +110.7% | +95.7% |
| All | +80.5% | -27.4% | +107.8% | +95.7% |
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