+220.4%
TSEM vs TXG
+453.6%
-233.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.7% | +0.8% |
| 7D | -4.9% | +9.5% | -14.3% | -7.1% |
| 30D | -18.7% | +18.8% | -37.5% | -22.6% |
| 3M | -18.1% | +136.1% | -154.2% | -33.8% |
| 6M | +77.1% | +235.2% | -158.1% | +32.9% |
| YTD | +80.1% | +320.5% | -240.4% | +28.8% |
| 1Y | +220.4% | +425.2% | -204.8% | +116.1% |
| All | +220.4% | +453.6% | -233.2% | +116.1% |
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