+668.0%
TSEM vs NVTS
+37.8%
+630.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -1.1% |
| 7D | +4.7% | +3.5% | +1.2% | +4.3% |
| 30D | -14.2% | -11.9% | -2.3% | -12.8% |
| 3M | -5.0% | -49.2% | +44.2% | +2.3% |
| 6M | +87.6% | +38.4% | +49.1% | +83.0% |
| YTD | +84.4% | +62.5% | +22.0% | +76.9% |
| 1Y | +235.4% | +101.4% | +134.0% | +215.1% |
| All | +668.0% | +37.8% | +630.2% | +758.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling