+253.1%
TSEM vs NVS
+27.7%
+225.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.9% | +9.7% | +7.8% |
| 7D | +6.9% | +4.0% | +2.9% | +7.0% |
| 30D | +5.3% | +3.6% | +1.7% | +5.5% |
| 3M | -14.9% | +7.8% | -22.7% | -16.2% |
| 6M | +80.0% | -0.2% | +80.2% | +80.6% |
| YTD | +89.4% | +19.6% | +69.8% | +81.5% |
| 1Y | +253.1% | +28.4% | +224.7% | +230.5% |
| All | +253.1% | +27.7% | +225.4% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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