+124.7%
LITE vs TSEM
+58.6%
+66.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.8% | +0.8% | +1.9% |
| 7D | -35.9% | -17.5% | -18.4% | -24.6% |
| 30D | -51.5% | -44.7% | -6.8% | -23.3% |
| 3M | -35.7% | -38.9% | +3.1% | -6.0% |
| 6M | -43.0% | -36.7% | -6.3% | -21.9% |
| YTD | +46.1% | +17.0% | +29.2% | +19.2% |
| 1Y | +124.7% | +62.8% | +61.9% | +49.1% |
| All | +124.7% | +58.6% | +66.1% | +49.1% |
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 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