+30.0%
LIN vs TSEM
+629.0%
-598.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.8% | -8.8% | -1.1% |
| 7D | -2.1% | +6.9% | -9.0% | -2.3% |
| 30D | -2.4% | +5.3% | -7.7% | -2.6% |
| 3M | -5.6% | -14.9% | +9.3% | -5.4% |
| 6M | -3.4% | +80.0% | -83.4% | -7.3% |
| YTD | +13.1% | +89.4% | -76.2% | +7.7% |
| 1Y | +2.5% | +253.1% | -250.6% | -8.2% |
| All | +30.0% | +629.0% | -598.9% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling