+11.3%
TSEM vs TXT
+802.9%
-791.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.2% | +8.0% |
| 7D | +6.9% | -4.8% | +11.7% | +8.6% |
| 30D | +5.3% | -10.6% | +15.9% | +9.3% |
| 3M | -14.9% | -13.2% | -1.7% | -11.0% |
| 6M | +80.0% | -20.3% | +100.4% | +94.2% |
| YTD | +89.4% | -9.3% | +98.6% | +95.3% |
| 1Y | +253.1% | -2.7% | +255.8% | +255.9% |
| 3Y | +642.1% | +1.4% | +640.7% | +632.2% |
| 5Y | +659.1% | +9.6% | +649.5% | +617.3% |
| 10Y | +1,291.4% | +94.9% | +1,196.5% | +941.2% |
| All | +11.3% | +802.9% | -791.6% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling