+80.5%
TSEM vs NVTS
-9.1%
+89.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +9.0% | -17.7% | -12.1% |
| 7D | -23.1% | -0.3% | -22.8% | -23.2% |
| 30D | -40.4% | -24.4% | -16.0% | -34.3% |
| 3M | -37.9% | -26.5% | -11.4% | -30.5% |
| 6M | -30.8% | -41.4% | +10.6% | -17.9% |
| YTD | +26.7% | +30.7% | -3.9% | +12.3% |
| 1Y | +80.5% | -10.8% | +91.3% | +84.4% |
| All | +80.5% | -9.1% | +89.5% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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