+679.5%
TSEM vs NXT
+100.2%
+579.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.5% |
| 7D | +10.4% | +2.9% | +7.6% | +9.5% |
| 30D | -12.9% | -17.2% | +4.3% | -8.1% |
| 3M | -9.2% | -32.0% | +22.8% | +1.2% |
| 6M | +98.8% | -15.8% | +114.5% | +110.6% |
| YTD | +87.2% | -1.9% | +89.1% | +91.9% |
| 1Y | +239.0% | +22.5% | +216.5% | +233.0% |
| 3Y | +679.5% | +100.5% | +579.0% | +564.8% |
| All | +679.5% | +100.2% | +579.3% | +564.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling