+253.1%
TSEM vs TXG
+372.5%
-119.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.9% | +8.7% | +8.1% |
| 7D | +6.9% | +1.8% | +5.1% | +6.4% |
| 30D | +5.3% | +32.0% | -26.7% | -2.7% |
| 3M | -14.9% | +87.0% | -101.9% | -26.9% |
| 6M | +80.0% | +180.1% | -100.0% | +42.4% |
| YTD | +89.4% | +284.1% | -194.8% | +42.0% |
| 1Y | +253.1% | +361.7% | -108.6% | +152.3% |
| All | +253.1% | +372.5% | -119.4% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling