+988.2%
TSEM vs TXG
+21.5%
+966.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -2.0% |
| 7D | +10.4% | +9.4% | +1.1% | +8.5% |
| 30D | -12.9% | +26.1% | -39.0% | -17.1% |
| 3M | -9.2% | +124.8% | -134.0% | -22.3% |
| 6M | +98.8% | +215.2% | -116.5% | +59.2% |
| YTD | +87.2% | +302.2% | -215.0% | +42.6% |
| 1Y | +239.0% | +370.9% | -132.0% | +148.4% |
| 3Y | +679.5% | +38.5% | +641.0% | +552.8% |
| 5Y | +667.3% | -64.4% | +731.6% | +686.9% |
| All | +988.2% | +21.5% | +966.7% | +791.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling