+601.6%
TSEM vs NVTS
-14.2%
+615.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | +10.4% | +9.7% | +0.7% | +9.2% |
| 30D | -12.9% | -13.6% | +0.7% | -11.3% |
| 3M | -9.2% | -51.0% | +41.8% | -1.7% |
| 6M | +98.8% | +46.3% | +52.4% | +91.5% |
| YTD | +87.2% | +68.1% | +19.1% | +77.2% |
| 1Y | +239.0% | +113.9% | +125.1% | +211.6% |
| 3Y | +679.5% | +45.3% | +634.2% | +601.8% |
| All | +601.6% | -14.2% | +615.8% | +543.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling