+1,545.2%
LLY vs TSEM
+1,300.1%
+245.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -3.1% | +10.4% | -13.5% | -4.1% |
| 30D | -5.1% | -12.9% | +7.9% | -4.0% |
| 3M | -2.1% | -9.2% | +7.1% | -2.8% |
| 6M | +13.8% | +98.8% | -84.9% | +1.6% |
| YTD | +5.1% | +87.2% | -82.1% | -6.3% |
| 1Y | +53.1% | +239.0% | -185.8% | +25.0% |
| 3Y | +95.6% | +679.5% | -583.9% | +39.3% |
| 5Y | +361.5% | +667.3% | -305.8% | +223.0% |
| 10Y | +1,545.2% | +1,301.0% | +244.2% | +895.7% |
| All | +1,545.2% | +1,300.1% | +245.0% | +895.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling