+435.0%
TSEM vs NXT
+178.8%
+256.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.2% | +6.7% | +7.5% |
| 7D | +6.9% | -1.1% | +8.0% | +7.2% |
| 30D | +5.3% | -15.3% | +20.6% | +10.1% |
| 3M | -14.9% | -43.8% | +28.9% | -2.0% |
| 6M | +80.0% | -18.7% | +98.7% | +91.4% |
| YTD | +89.4% | -3.0% | +92.4% | +94.6% |
| 1Y | +253.1% | +22.7% | +230.4% | +248.6% |
| 3Y | +642.1% | +95.9% | +546.2% | +566.4% |
| All | +435.0% | +178.8% | +256.2% | +374.3% |
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