+2,053.0%
LLY vs TSEM
+873.2%
+1,179.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +4.6% | +20.5% | -15.9% | +2.9% |
| 30D | +22.4% | -29.0% | +51.3% | +25.3% |
| 3M | +17.1% | -39.4% | +56.5% | +21.2% |
| 6M | +44.6% | -28.5% | +73.2% | +44.1% |
| YTD | +33.5% | +34.4% | -1.0% | +21.4% |
| 1Y | +41.1% | +48.3% | -7.2% | +26.3% |
| 3Y | +143.8% | +543.5% | -399.8% | +74.3% |
| 5Y | +473.4% | +331.4% | +141.9% | +325.2% |
| All | +2,053.0% | +873.2% | +1,179.8% | +1,252.2% |
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