+421.1%
TSEM vs NXT
+171.8%
+249.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -0.5% |
| 7D | +4.7% | -0.2% | +4.9% | +4.8% |
| 30D | -14.2% | -20.0% | +5.7% | -9.1% |
| 3M | -5.0% | -30.9% | +25.9% | +4.6% |
| 6M | +87.6% | -23.8% | +111.4% | +102.2% |
| YTD | +84.4% | -5.4% | +89.9% | +90.8% |
| 1Y | +235.4% | +28.0% | +207.4% | +230.1% |
| 3Y | +668.0% | +93.3% | +574.7% | +593.7% |
| All | +421.1% | +171.8% | +249.3% | +365.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling