+84.6%
TGT vs TSEM
+259.4%
-174.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.6% | +0.4% |
| 7D | +0.8% | +6.9% | -6.1% | +0.9% |
| 30D | +12.2% | +5.3% | +6.9% | +12.3% |
| 3M | +33.8% | -14.9% | +48.7% | +33.4% |
| 6M | +39.3% | +80.0% | -40.7% | +37.8% |
| YTD | +72.9% | +89.4% | -16.5% | +68.2% |
| 1Y | +84.6% | +253.1% | -168.5% | +72.6% |
| All | +84.6% | +259.4% | -174.8% | +72.6% |
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