+621.7%
TSEM vs NVS
+92.9%
+528.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -4.9% | -14.3% | +9.4% | -4.1% |
| 30D | -18.7% | -10.0% | -8.8% | -18.4% |
| 3M | -18.1% | -10.9% | -7.2% | -17.8% |
| 6M | +77.1% | -12.0% | +89.1% | +77.8% |
| YTD | +80.1% | +2.5% | +77.6% | +77.9% |
| 1Y | +220.4% | +10.7% | +209.7% | +213.8% |
| 3Y | +650.1% | +53.3% | +596.8% | +603.4% |
| All | +621.7% | +92.9% | +528.7% | +539.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling