+10,034.3%
TXN vs TSEM
+8.4%
+10,025.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +2.7% | +4.7% | -2.1% | +1.7% |
| 30D | -6.7% | -14.2% | +7.5% | -4.2% |
| 3M | -8.9% | -5.0% | -3.9% | -9.1% |
| 6M | +34.7% | +87.6% | -52.9% | +16.9% |
| YTD | +53.3% | +84.4% | -31.1% | +32.6% |
| 1Y | +45.0% | +235.4% | -190.4% | +11.6% |
| 3Y | +73.1% | +668.0% | -594.9% | +12.4% |
| 5Y | +59.9% | +644.7% | -584.8% | +2.7% |
| 10Y | +415.7% | +1,326.7% | -911.0% | +192.3% |
| All | +10,034.3% | +8.4% | +10,025.9% | +5,977.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling