+7,698.9%
LIN vs TSEM
-34.4%
+7,733.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.0% | +11.3% | +0.1% |
| 7D | +3.6% | -30.3% | +33.9% | +5.9% |
| 30D | +6.4% | -49.3% | +55.7% | +10.8% |
| 3M | +6.5% | -38.0% | +44.5% | +9.1% |
| 6M | +4.9% | -41.9% | +46.8% | +6.8% |
| YTD | +23.4% | +11.6% | +11.9% | +19.2% |
| 1Y | +26.3% | +50.5% | -24.1% | +19.1% |
| 3Y | +38.0% | +445.3% | -407.3% | +17.2% |
| 5Y | +68.0% | +272.2% | -204.2% | +45.6% |
| 10Y | +437.1% | +748.9% | -311.8% | +334.9% |
| All | +7,698.9% | -34.4% | +7,733.3% | +5,696.2% |
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