+501.7%
TSEM vs TXT
+15.4%
+486.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.7% | -3.9% |
| 7D | -9.5% | -1.1% | -8.4% | -8.9% |
| 30D | -35.5% | +17.1% | -52.5% | -41.1% |
| 3M | -41.6% | -2.6% | -38.9% | -40.7% |
| 6M | -30.1% | -4.6% | -25.5% | -28.4% |
| YTD | +25.7% | -0.3% | +26.0% | +25.6% |
| 1Y | +50.5% | +5.9% | +44.6% | +45.6% |
| 3Y | +501.7% | +14.4% | +487.3% | +446.1% |
| All | +501.7% | +15.4% | +486.3% | +446.1% |
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