+542.4%
LITE vs TSEM
+304.9%
+237.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | +0.4% |
| 7D | -13.9% | -9.5% | -4.4% | -6.8% |
| 30D | -46.9% | -35.5% | -11.5% | -27.1% |
| 3M | -28.0% | -41.6% | +13.5% | +5.5% |
| 6M | -35.2% | -30.1% | -5.2% | -18.5% |
| YTD | +58.9% | +25.7% | +33.2% | +34.9% |
| 1Y | +125.3% | +50.5% | +74.9% | +72.2% |
| 3Y | +1,344.4% | +501.7% | +842.7% | +465.1% |
| All | +542.4% | +304.9% | +237.4% | +199.8% |
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