+400.6%
TSEM vs NXT
+168.4%
+232.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.6% |
| 7D | +0.9% | -2.6% | +3.5% | +1.6% |
| 30D | -16.6% | -22.4% | +5.8% | -10.9% |
| 3M | -10.9% | -27.3% | +16.4% | -2.8% |
| 6M | +78.0% | -28.5% | +106.5% | +94.4% |
| YTD | +77.2% | -6.6% | +83.8% | +83.9% |
| 1Y | +207.6% | +20.4% | +187.2% | +206.0% |
| 3Y | +637.8% | +90.9% | +546.9% | +568.7% |
| All | +400.6% | +168.4% | +232.3% | +348.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling