+80.5%
TSEM vs TXG
+406.9%
-326.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.4% | -12.2% | -9.7% |
| 7D | -23.1% | -19.3% | -3.9% | -18.5% |
| 30D | -40.4% | -30.9% | -9.5% | -35.1% |
| 3M | -37.9% | +41.1% | -79.0% | -44.9% |
| 6M | -30.8% | +211.9% | -242.7% | -48.6% |
| YTD | +26.7% | +314.0% | -287.3% | -10.8% |
| 1Y | +80.5% | +405.4% | -324.9% | +21.2% |
| All | +80.5% | +406.9% | -326.4% | +21.2% |
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