+220.4%
TSEM vs NVTS
+105.1%
+115.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.4% |
| 7D | -4.9% | -1.4% | -3.4% | -4.5% |
| 30D | -18.7% | -16.5% | -2.2% | -14.2% |
| 3M | -18.1% | -47.6% | +29.5% | -3.7% |
| 6M | +77.1% | +7.3% | +69.8% | +74.3% |
| YTD | +80.1% | +62.9% | +17.3% | +60.6% |
| 1Y | +220.4% | +91.3% | +129.1% | +161.7% |
| All | +220.4% | +105.1% | +115.3% | +161.7% |
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