+80.5%
TSEM vs NVMI
-11.6%
+92.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.4% | -6.3% | -6.4% |
| 7D | -23.1% | -11.8% | -11.3% | -13.0% |
| 30D | -40.4% | -24.8% | -15.6% | -21.4% |
| 3M | -37.9% | -28.6% | -9.3% | -14.2% |
| 6M | -30.8% | -40.0% | +9.2% | +11.2% |
| YTD | +26.7% | -10.1% | +36.8% | +52.0% |
| 1Y | +80.5% | -9.8% | +90.2% | +116.7% |
| All | +80.5% | -11.6% | +92.1% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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