-48.8%
LITE vs TSEM
-41.3%
-7.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -12.0% | -6.7% | -9.5% |
| 7D | -44.6% | -30.3% | -14.3% | -26.5% |
| 30D | -55.0% | -49.3% | -5.7% | -25.3% |
| 3M | -38.3% | -38.0% | -0.4% | -11.2% |
| 6M | -48.8% | -41.9% | -6.8% | -24.9% |
| All | -48.8% | -41.3% | -7.4% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling