+2,259.5%
LITE vs TSEM
+1,298.4%
+961.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.8% | -3.8% | -1.0% |
| 7D | -1.5% | +6.9% | -8.4% | -5.8% |
| 30D | +6.7% | +5.3% | +1.4% | +3.3% |
| 3M | -6.8% | -14.9% | +8.2% | +2.4% |
| 6M | +29.4% | +80.0% | -50.6% | -12.4% |
| YTD | +139.1% | +89.4% | +49.7% | +56.6% |
| 1Y | +521.0% | +253.1% | +267.9% | +183.6% |
| 3Y | +1,535.3% | +642.1% | +893.2% | +400.4% |
| 5Y | +889.8% | +659.1% | +230.7% | +178.9% |
| All | +2,259.5% | +1,298.4% | +961.1% | +229.3% |
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