+1,282.5%
TSEM vs NVS
+179.5%
+1,103.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -4.9% | -14.3% | +9.4% | -0.5% |
| 30D | -18.7% | -10.0% | -8.8% | -16.7% |
| 3M | -18.1% | -10.9% | -7.2% | -16.3% |
| 6M | +77.1% | -12.0% | +89.1% | +81.7% |
| YTD | +80.1% | +2.5% | +77.6% | +74.2% |
| 1Y | +220.4% | +10.7% | +209.7% | +200.5% |
| 3Y | +650.1% | +53.3% | +596.8% | +499.6% |
| 5Y | +628.9% | +93.6% | +535.3% | +403.7% |
| All | +1,282.5% | +179.5% | +1,103.0% | +721.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling