+24.4%
LIN vs TSEM
+40.2%
-15.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.9% | +7.6% | +0.5% |
| 7D | +2.1% | +7.0% | -4.9% | +2.3% |
| 30D | +6.8% | -29.8% | +36.5% | +5.9% |
| 3M | +10.4% | -41.9% | +52.3% | +9.1% |
| 6M | +3.2% | -45.8% | +48.9% | +2.4% |
| YTD | +24.6% | +25.1% | -0.5% | +27.7% |
| 1Y | +24.4% | +48.2% | -23.8% | +28.5% |
| All | +24.4% | +40.2% | -15.8% | +28.5% |
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 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