+650.1%
TSEM vs NVMI
+207.9%
+442.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.7% |
| 7D | -4.9% | -0.1% | -4.8% | -4.8% |
| 30D | -18.7% | -8.4% | -10.3% | -14.2% |
| 3M | -18.1% | -33.6% | +15.4% | +4.5% |
| 6M | +77.1% | -14.7% | +91.8% | +100.7% |
| YTD | +80.1% | +13.2% | +66.9% | +79.5% |
| 1Y | +220.4% | +29.0% | +191.4% | +202.2% |
| 3Y | +650.1% | +215.0% | +435.1% | +393.9% |
| All | +650.1% | +207.9% | +442.2% | +393.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling