+679.5%
TSEM vs TXT
+5.7%
+673.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | +10.4% | -0.2% | +10.6% | +10.5% |
| 30D | -12.9% | -11.1% | -1.9% | -7.3% |
| 3M | -9.2% | -13.0% | +3.8% | -2.5% |
| 6M | +98.8% | -16.2% | +115.0% | +117.5% |
| YTD | +87.2% | -8.7% | +95.9% | +96.4% |
| 1Y | +239.0% | -3.8% | +242.7% | +246.2% |
| 3Y | +679.5% | +5.5% | +674.0% | +663.7% |
| All | +679.5% | +5.7% | +673.8% | +663.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling