-28.5%
TSEM vs NXT
-26.8%
-1.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | +3.0% |
| 7D | +20.5% | -6.0% | +26.5% | +24.3% |
| 30D | -29.0% | +5.4% | -34.4% | -31.8% |
| 3M | -39.4% | -9.7% | -29.6% | -36.0% |
| 6M | -28.5% | -25.3% | -3.2% | -16.9% |
| All | -28.5% | -26.8% | -1.8% | -16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling