+637.8%
TSEM vs TXG
+39.1%
+598.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.6% | -3.6% |
| 7D | +0.9% | +5.0% | -4.1% | -0.2% |
| 30D | -16.6% | +13.5% | -30.1% | -19.3% |
| 3M | -10.9% | +128.0% | -138.9% | -26.2% |
| 6M | +78.0% | +224.4% | -146.4% | +36.0% |
| YTD | +77.2% | +307.0% | -229.8% | +28.2% |
| 1Y | +207.6% | +427.2% | -219.7% | +108.4% |
| All | +637.8% | +39.1% | +598.7% | +466.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling