+624.3%
TSEM vs NVD
-99.2%
+723.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -0.2% |
| 7D | +10.4% | -7.7% | +18.1% | +8.5% |
| 30D | -12.9% | -5.8% | -7.1% | -13.2% |
| 3M | -9.2% | -23.2% | +14.0% | -11.8% |
| 6M | +98.8% | -49.7% | +148.5% | +80.1% |
| YTD | +87.2% | -47.7% | +134.9% | +74.0% |
| 1Y | +239.0% | -61.3% | +300.3% | +205.1% |
| 3Y | +679.5% | -99.2% | +778.7% | +405.7% |
| All | +624.3% | -99.2% | +723.5% | +369.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling