+521.0%
LITE vs TSEM
+259.4%
+261.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.8% | -3.8% | -2.0% |
| 7D | -1.5% | +6.9% | -8.4% | -6.6% |
| 30D | +6.7% | +5.3% | +1.4% | +2.5% |
| 3M | -6.8% | -14.9% | +8.2% | +3.0% |
| 6M | +29.4% | +80.0% | -50.6% | -25.5% |
| YTD | +139.1% | +89.4% | +49.7% | +27.4% |
| 1Y | +521.0% | +253.1% | +267.9% | +100.6% |
| All | +521.0% | +259.4% | +261.6% | +100.6% |
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