-20.5%
TSEM vs TXT
+881.6%
-902.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.6% | +8.0% |
| 7D | +6.8% | -0.8% | +7.6% | +7.1% |
| 30D | -26.6% | +13.4% | -40.0% | -29.9% |
| 3M | -36.3% | -2.5% | -33.8% | -36.1% |
| 6M | -30.6% | -6.2% | -24.4% | -29.5% |
| YTD | +35.3% | -1.3% | +36.6% | +35.2% |
| 1Y | +59.2% | +4.3% | +54.9% | +56.3% |
| 3Y | +547.7% | +13.2% | +534.4% | +515.3% |
| 5Y | +337.5% | +12.4% | +325.2% | +308.4% |
| 10Y | +887.4% | +94.8% | +792.6% | +635.2% |
| All | -20.5% | +881.6% | -902.1% | -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