+80.5%
TSEM vs NVS
+37.6%
+42.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.6% | -12.3% | -8.3% |
| 7D | -23.1% | +5.7% | -28.8% | -22.7% |
| 30D | -40.4% | +17.1% | -57.4% | -39.8% |
| 3M | -37.9% | +7.6% | -45.5% | -37.1% |
| 6M | -30.8% | +14.1% | -44.9% | -32.3% |
| YTD | +26.7% | +23.3% | +3.4% | +17.5% |
| 1Y | +80.5% | +36.0% | +44.5% | +54.0% |
| All | +80.5% | +37.6% | +42.8% | +54.0% |
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