+299.0%
TSEM vs NVTS
-54.3%
+353.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.4% | -0.6% | -6.1% |
| 7D | +7.0% | +3.9% | +3.0% | +6.5% |
| 30D | -29.8% | -4.3% | -25.4% | -29.2% |
| 3M | -41.9% | -34.5% | -7.4% | -38.6% |
| 6M | -45.8% | -57.7% | +12.0% | -40.0% |
| YTD | +25.1% | +25.4% | -0.3% | +23.2% |
| 1Y | +48.2% | +13.1% | +35.1% | +47.1% |
| 3Y | +476.5% | +48.9% | +427.6% | +422.4% |
| All | +299.0% | -54.3% | +353.3% | +300.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling