+282.3%
TSEM vs NXT
+231.9%
+50.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.8% | +6.9% | +7.4% |
| 7D | +6.8% | -5.7% | +12.5% | +8.7% |
| 30D | -26.6% | +18.5% | -45.2% | -30.3% |
| 3M | -36.3% | -4.1% | -32.3% | -36.1% |
| 6M | -30.6% | -20.3% | -10.3% | -27.2% |
| YTD | +35.3% | +15.5% | +19.8% | +31.9% |
| 1Y | +59.2% | -5.0% | +64.2% | +60.1% |
| 3Y | +547.7% | +191.6% | +356.0% | +445.3% |
| All | +282.3% | +231.9% | +50.4% | +221.5% |
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