+735.1%
TSEM vs NVT
+731.8%
+3.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -3.0% | -0.8% |
| 7D | -4.9% | +4.1% | -8.9% | -7.0% |
| 30D | -18.7% | -5.1% | -13.6% | -16.4% |
| 3M | -18.1% | -1.2% | -17.0% | -16.1% |
| 6M | +77.1% | +46.6% | +30.5% | +51.7% |
| YTD | +80.1% | +60.0% | +20.1% | +48.8% |
| 1Y | +220.4% | +70.8% | +149.6% | +157.9% |
| 3Y | +650.1% | +187.5% | +462.5% | +371.5% |
| 5Y | +628.9% | +426.1% | +202.7% | +249.5% |
| All | +735.1% | +731.8% | +3.3% | +212.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling