+37.8%
LIN vs TSEM
+441.7%
-403.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.0% | +11.3% | -0.5% |
| 7D | +3.6% | -30.3% | +33.9% | +4.0% |
| 30D | +6.4% | -49.3% | +55.7% | +7.5% |
| 3M | +6.5% | -38.0% | +44.5% | +7.0% |
| 6M | +4.9% | -41.9% | +46.8% | +4.8% |
| YTD | +23.4% | +11.6% | +11.9% | +18.5% |
| 1Y | +26.3% | +50.5% | -24.1% | +17.8% |
| All | +37.8% | +441.7% | -403.9% | +10.4% |
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