+80.5%
TSEM vs NXT
+10.5%
+70.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +11.1% | -19.9% | -13.8% |
| 7D | -23.1% | +30.0% | -53.1% | -33.5% |
| 30D | -40.4% | +28.6% | -69.0% | -48.0% |
| 3M | -37.9% | +8.4% | -46.3% | -41.1% |
| 6M | -30.8% | -8.7% | -22.1% | -29.0% |
| YTD | +26.7% | +22.5% | +4.2% | +15.7% |
| 1Y | +80.5% | +6.9% | +73.6% | +74.3% |
| All | +80.5% | +10.5% | +70.0% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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