+88.6%
TGT vs TSEM
+79.9%
+8.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -8.7% | +14.4% | +5.3% |
| 7D | +9.5% | -23.1% | +32.6% | +8.6% |
| 30D | +6.6% | -40.4% | +47.0% | +5.4% |
| 3M | +11.0% | -37.9% | +48.8% | +9.8% |
| 6M | +29.9% | -30.8% | +60.7% | +28.1% |
| YTD | +71.4% | +26.7% | +44.7% | +67.0% |
| 1Y | +88.6% | +80.5% | +8.1% | +72.9% |
| All | +88.6% | +79.9% | +8.7% | +72.9% |
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