+947.1%
TSEM vs TXG
+27.0%
+920.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.7% | +1.0% |
| 7D | -4.9% | +9.5% | -14.3% | -6.5% |
| 30D | -18.7% | +18.8% | -37.5% | -21.6% |
| 3M | -18.1% | +136.1% | -154.2% | -30.5% |
| 6M | +77.1% | +235.2% | -158.1% | +40.2% |
| YTD | +80.1% | +320.5% | -240.4% | +36.1% |
| 1Y | +220.4% | +425.2% | -204.8% | +130.5% |
| 3Y | +650.1% | +42.9% | +607.2% | +524.2% |
| 5Y | +628.9% | -62.8% | +691.7% | +641.6% |
| All | +947.1% | +27.0% | +920.1% | +750.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling