+47.0%
LLY vs TSEM
+75.0%
-28.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.9% | -6.6% | +4.6% |
| 7D | +0.1% | -2.0% | +2.0% | -0.1% |
| 30D | +19.7% | -33.4% | +53.1% | +18.1% |
| 3M | +19.3% | -39.7% | +58.9% | +17.5% |
| 6M | +49.3% | -27.8% | +77.2% | +45.6% |
| YTD | +32.0% | +29.7% | +2.3% | +31.9% |
| All | +47.0% | +75.0% | -28.1% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling