+1,402.3%
LITE vs TSEM
+779.3%
+623.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.8% | +0.8% | +2.5% |
| 7D | -35.9% | -17.5% | -18.4% | -26.3% |
| 30D | -51.5% | -44.7% | -6.8% | -27.7% |
| 3M | -35.7% | -38.9% | +3.1% | -10.4% |
| 6M | -43.0% | -36.7% | -6.3% | -24.0% |
| YTD | +46.1% | +17.0% | +29.2% | +32.5% |
| 1Y | +124.7% | +62.8% | +61.9% | +67.7% |
| 3Y | +1,172.1% | +471.3% | +700.8% | +386.3% |
| 5Y | +477.0% | +290.3% | +186.7% | +153.8% |
| All | +1,402.3% | +779.3% | +623.1% | +201.1% |
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