+141.7%
TSEM vs NVS
+1,078.6%
-936.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.9% | +12.8% | +3.6% |
| 7D | +10.4% | -14.6% | +25.0% | +16.0% |
| 30D | -12.9% | -11.9% | -1.0% | -9.9% |
| 3M | -9.2% | -6.0% | -3.2% | -8.7% |
| 6M | +98.8% | -11.4% | +110.2% | +104.1% |
| YTD | +87.2% | +2.9% | +84.3% | +81.9% |
| 1Y | +239.0% | +10.2% | +228.7% | +221.0% |
| 3Y | +679.5% | +55.3% | +624.2% | +539.5% |
| 5Y | +667.3% | +89.6% | +577.6% | +475.1% |
| 10Y | +1,301.0% | +176.1% | +1,125.0% | +812.9% |
| All | +141.7% | +1,078.6% | -936.9% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling