+279.8%
TSEM vs NXT
+208.8%
+71.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | +1.2% |
| 7D | +20.5% | -6.0% | +26.5% | +22.5% |
| 30D | -29.0% | +5.4% | -34.4% | -30.4% |
| 3M | -39.4% | -9.7% | -29.6% | -38.2% |
| 6M | -28.5% | -25.3% | -3.2% | -23.7% |
| YTD | +34.4% | +7.5% | +27.0% | +33.5% |
| 1Y | +48.3% | -3.0% | +51.3% | +49.9% |
| 3Y | +543.5% | +171.4% | +372.2% | +452.0% |
| All | +279.8% | +208.8% | +71.0% | +225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling