+1,670.7%
LITE vs TSEM
+920.4%
+750.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.6% | +3.0% | +5.6% |
| 7D | +3.4% | +6.8% | -3.4% | +0.2% |
| 30D | -34.9% | -26.6% | -8.3% | -19.1% |
| 3M | -21.0% | -36.3% | +15.3% | +7.5% |
| 6M | -38.5% | -30.6% | -7.9% | -23.1% |
| YTD | +75.8% | +35.3% | +40.5% | +45.4% |
| 1Y | +156.7% | +59.2% | +97.5% | +94.0% |
| 3Y | +1,498.6% | +547.7% | +950.9% | +463.7% |
| 5Y | +610.9% | +337.5% | +273.4% | +191.4% |
| 10Y | +1,670.7% | +887.4% | +783.3% | +238.4% |
| All | +1,670.7% | +920.4% | +750.3% | +238.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling