+203.6%
TGT vs TSEM
+1,313.0%
-1,109.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -5.2% | -4.9% | -0.4% | -4.7% |
| 30D | +1.2% | -18.7% | +19.9% | +3.3% |
| 3M | +18.4% | -18.1% | +36.5% | +19.2% |
| 6M | +33.4% | +77.1% | -43.6% | +18.7% |
| YTD | +63.8% | +80.1% | -16.3% | +43.9% |
| 1Y | +77.2% | +220.4% | -143.2% | +41.1% |
| 3Y | +41.8% | +650.1% | -608.3% | -4.8% |
| 5Y | -25.5% | +628.9% | -654.4% | -50.5% |
| All | +203.6% | +1,313.0% | -1,109.4% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling