-39.8%
TSEM vs NVMI
+1,976.9%
-2,016.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | +4.7% | +6.9% | -2.2% | +3.3% |
| 30D | -14.2% | -2.8% | -11.4% | -13.6% |
| 3M | -5.0% | -27.3% | +22.3% | +2.7% |
| 6M | +87.6% | -13.7% | +101.2% | +97.0% |
| YTD | +84.4% | +13.8% | +70.6% | +83.5% |
| 1Y | +235.4% | +34.9% | +200.5% | +223.4% |
| 3Y | +668.0% | +213.5% | +454.5% | +524.0% |
| 5Y | +644.7% | +272.5% | +372.3% | +477.4% |
| 10Y | +1,326.7% | +3,142.4% | -1,815.7% | +689.4% |
| All | -39.8% | +1,976.9% | -2,016.8% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling