+523.5%
TSEM vs NXT
+191.6%
+331.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.8% | +6.9% | +7.4% |
| 7D | +6.8% | -5.7% | +12.5% | +8.9% |
| 30D | -26.6% | +18.5% | -45.2% | -30.7% |
| 3M | -36.3% | -4.1% | -32.3% | -36.1% |
| 6M | -30.6% | -20.3% | -10.3% | -26.8% |
| YTD | +35.3% | +15.5% | +19.8% | +31.4% |
| 1Y | +59.2% | -5.0% | +64.2% | +60.0% |
| All | +523.5% | +191.6% | +331.9% | +405.0% |
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