+644.7%
TSEM vs NWSA
+40.1%
+604.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +4.7% | -3.1% | +7.8% | +5.3% |
| 30D | -14.2% | +4.3% | -18.5% | -15.1% |
| 3M | -5.0% | +9.2% | -14.3% | -7.9% |
| 6M | +87.6% | +21.6% | +66.0% | +74.7% |
| YTD | +84.4% | +14.2% | +70.2% | +74.6% |
| 1Y | +235.4% | +1.8% | +233.7% | +231.2% |
| 3Y | +668.0% | +44.4% | +623.5% | +568.8% |
| 5Y | +644.7% | +41.0% | +603.8% | +556.1% |
| All | +644.7% | +40.1% | +604.7% | +556.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling