+235.4%
TSEM vs TXT
-3.0%
+238.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.8% |
| 7D | +4.7% | +0.8% | +3.9% | +4.2% |
| 30D | -14.2% | -10.4% | -3.8% | -8.2% |
| 3M | -5.0% | -14.3% | +9.3% | +4.4% |
| 6M | +87.6% | -15.1% | +102.7% | +104.0% |
| YTD | +84.4% | -8.3% | +92.8% | +99.5% |
| 1Y | +235.4% | -0.7% | +236.1% | +252.0% |
| All | +235.4% | -3.0% | +238.4% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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