-25.6%
TGT vs TSEM
+610.6%
-636.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.9% |
| 7D | -5.0% | +0.9% | -6.0% | -5.1% |
| 30D | +3.0% | -16.6% | +19.7% | +4.2% |
| 3M | +22.6% | -10.9% | +33.5% | +22.0% |
| 6M | +31.2% | +78.0% | -46.8% | +19.6% |
| YTD | +63.7% | +77.2% | -13.5% | +47.9% |
| 1Y | +78.5% | +207.6% | -129.1% | +48.6% |
| 3Y | +40.5% | +637.8% | -597.3% | +0.2% |
| 5Y | -25.6% | +617.0% | -642.6% | -46.5% |
| All | -25.6% | +610.6% | -636.2% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling