+596.9%
TSEM vs NVD
-99.1%
+696.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -4.9% | +10.8% | -15.7% | -2.3% |
| 30D | -18.7% | +0.8% | -19.5% | -17.7% |
| 3M | -18.1% | -20.8% | +2.7% | -19.9% |
| 6M | +77.1% | -41.2% | +118.2% | +66.3% |
| YTD | +80.1% | -44.2% | +124.3% | +70.2% |
| 1Y | +220.4% | -54.2% | +274.5% | +198.9% |
| 3Y | +650.1% | -99.1% | +749.2% | +393.3% |
| All | +596.9% | -99.1% | +696.1% | +359.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling