+767.8%
TSEM vs NVT
+732.7%
+35.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -3.4% |
| 7D | +10.4% | +10.4% | +0.1% | +4.8% |
| 30D | -12.9% | -1.3% | -11.7% | -12.2% |
| 3M | -9.2% | -0.6% | -8.6% | -7.2% |
| 6M | +98.8% | +53.8% | +45.0% | +66.7% |
| YTD | +87.2% | +60.2% | +27.0% | +54.6% |
| 1Y | +239.0% | +76.8% | +162.2% | +168.9% |
| 3Y | +679.5% | +191.2% | +488.3% | +387.6% |
| 5Y | +667.3% | +430.9% | +236.3% | +266.6% |
| All | +767.8% | +732.7% | +35.1% | +224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling