+80.5%
TSEM vs NVT
+3.0%
+77.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -12.7% | +4.0% | +4.7% |
| 7D | -23.1% | -19.5% | -3.6% | -3.4% |
| 30D | -40.4% | -32.4% | -8.0% | -9.8% |
| 3M | -37.9% | -30.3% | -7.5% | -9.1% |
| 6M | -30.8% | -30.4% | -0.4% | +4.6% |
| YTD | +26.7% | +11.3% | +15.4% | +21.5% |
| 1Y | +80.5% | +3.6% | +76.9% | +92.6% |
| All | +80.5% | +3.0% | +77.5% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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