+253.1%
TSEM vs NVMI
+53.9%
+199.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.5% | +2.3% | +3.2% |
| 7D | +6.9% | +6.6% | +0.3% | +1.4% |
| 30D | +5.3% | -7.5% | +12.8% | +12.3% |
| 3M | -14.9% | -28.5% | +13.6% | +13.1% |
| 6M | +80.0% | -15.7% | +95.8% | +112.7% |
| YTD | +89.4% | +13.3% | +76.0% | +87.0% |
| 1Y | +253.1% | +48.3% | +204.8% | +229.0% |
| All | +253.1% | +53.9% | +199.2% | +229.0% |
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