+490.8%
LITE vs TSEM
+273.4%
+217.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.8% | +0.8% | +2.3% |
| 7D | -35.9% | -17.5% | -18.4% | -25.6% |
| 30D | -51.5% | -44.7% | -6.8% | -26.0% |
| 3M | -35.7% | -38.9% | +3.1% | -8.7% |
| 6M | -43.0% | -36.7% | -6.3% | -23.1% |
| YTD | +46.1% | +17.0% | +29.2% | +30.5% |
| 1Y | +124.7% | +62.8% | +61.9% | +63.8% |
| 3Y | +1,172.1% | +471.3% | +700.8% | +420.5% |
| All | +490.8% | +273.4% | +217.4% | +186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling