+125.3%
LITE vs TSEM
+69.7%
+55.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | +0.7% |
| 7D | -13.9% | -9.5% | -4.4% | -6.1% |
| 30D | -46.9% | -35.5% | -11.5% | -24.8% |
| 3M | -28.0% | -41.6% | +13.5% | +9.4% |
| 6M | -35.2% | -30.1% | -5.2% | -18.1% |
| YTD | +58.9% | +25.7% | +33.2% | +14.7% |
| 1Y | +125.3% | +50.5% | +74.9% | +41.3% |
| All | +125.3% | +69.7% | +55.7% | +41.3% |
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 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