+4,707.1%
TGT vs TSEM
+10.0%
+4,697.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -1.0% |
| 7D | -0.6% | +10.4% | -11.1% | -1.3% |
| 30D | +9.5% | -12.9% | +22.5% | +10.4% |
| 3M | +32.3% | -9.2% | +41.4% | +31.9% |
| 6M | +37.0% | +98.8% | -61.7% | +28.2% |
| YTD | +71.0% | +87.2% | -16.2% | +60.2% |
| 1Y | +85.0% | +239.0% | -153.9% | +65.5% |
| 3Y | +46.8% | +679.5% | -632.7% | +22.5% |
| 5Y | -22.7% | +667.3% | -690.0% | -35.9% |
| 10Y | +216.3% | +1,301.0% | -1,084.8% | +147.9% |
| All | +4,707.1% | +10.0% | +4,697.1% | +3,261.3% |
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