+585.6%
TSEM vs NVD
-99.1%
+684.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.5% | -8.4% | -2.8% |
| 7D | +0.9% | +9.0% | -8.1% | +3.2% |
| 30D | -16.6% | -5.5% | -11.2% | -16.8% |
| 3M | -10.9% | -24.6% | +13.7% | -13.7% |
| 6M | +78.0% | -42.1% | +120.1% | +66.6% |
| YTD | +77.2% | -44.3% | +121.5% | +67.4% |
| 1Y | +207.6% | -54.2% | +261.7% | +186.9% |
| 3Y | +637.8% | -99.1% | +737.0% | +386.4% |
| All | +585.6% | -99.1% | +684.7% | +351.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling