+49.5%
TXN vs TSEM
+212.9%
-163.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.2% | +3.4% |
| 7D | +4.0% | -4.9% | +8.8% | +5.1% |
| 30D | -2.9% | -18.7% | +15.9% | +1.6% |
| 3M | -9.1% | -18.1% | +9.0% | -5.8% |
| 6M | +36.6% | +77.1% | -40.5% | +23.7% |
| YTD | +57.5% | +80.1% | -22.7% | +40.5% |
| 1Y | +49.5% | +220.4% | -170.9% | +15.2% |
| All | +49.5% | +212.9% | -163.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling