+617.0%
TSEM vs NVT
+399.9%
+217.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -2.6% |
| 7D | +0.9% | +2.0% | -1.1% | -0.3% |
| 30D | -16.6% | -7.2% | -9.5% | -12.5% |
| 3M | -10.9% | -0.9% | -10.0% | -8.2% |
| 6M | +78.0% | +42.6% | +35.4% | +52.4% |
| YTD | +77.2% | +52.9% | +24.3% | +47.1% |
| 1Y | +207.6% | +64.5% | +143.1% | +147.6% |
| 3Y | +637.8% | +178.0% | +459.9% | +359.5% |
| 5Y | +617.0% | +402.8% | +214.2% | +254.2% |
| All | +617.0% | +399.9% | +217.1% | +254.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling