+1,370.5%
LITE vs TSEM
+525.7%
+844.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +10.9% | -0.2% | +1.9% |
| 7D | -12.9% | -2.0% | -10.9% | -10.8% |
| 30D | -46.0% | -33.4% | -12.6% | -24.3% |
| 3M | -33.0% | -39.7% | +6.7% | +0.8% |
| 6M | -34.0% | -27.8% | -6.2% | -18.9% |
| YTD | +61.7% | +29.7% | +32.0% | +18.3% |
| 1Y | +148.3% | +81.1% | +67.1% | +36.4% |
| All | +1,370.5% | +525.7% | +844.9% | +214.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling