-21.0%
TSEM vs TXT
+863.0%
-884.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | +20.5% | -1.1% | +21.6% | +20.9% |
| 30D | -29.0% | +13.3% | -42.2% | -32.1% |
| 3M | -39.4% | -5.1% | -34.2% | -38.6% |
| 6M | -28.5% | -7.1% | -21.4% | -27.2% |
| YTD | +34.4% | -3.2% | +37.7% | +35.2% |
| 1Y | +48.3% | +2.3% | +46.0% | +46.6% |
| 3Y | +543.5% | +11.1% | +532.5% | +515.1% |
| 5Y | +331.4% | +10.0% | +321.4% | +305.4% |
| 10Y | +881.1% | +91.1% | +790.0% | +635.1% |
| All | -21.0% | +863.0% | -884.0% | -73.3% |
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