+80.5%
TSEM vs NWSA
+18.2%
+62.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.7% | -12.5% | -5.0% |
| 7D | -23.1% | +4.3% | -27.4% | -19.5% |
| 30D | -40.4% | +5.6% | -45.9% | -36.4% |
| 3M | -37.9% | +7.3% | -45.1% | -32.0% |
| 6M | -30.8% | +18.8% | -49.7% | -16.6% |
| YTD | +26.7% | +17.9% | +8.8% | +58.0% |
| 1Y | +80.5% | +19.3% | +61.1% | +123.8% |
| All | +80.5% | +18.2% | +62.2% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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