+132.2%
LLY vs TSEM
+468.0%
-335.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.6% | -1.0% |
| 7D | -4.5% | -17.5% | +13.0% | -3.9% |
| 30D | +13.9% | -44.7% | +58.6% | +16.4% |
| 3M | +13.8% | -38.9% | +52.6% | +15.3% |
| 6M | +37.6% | -36.7% | +74.3% | +36.1% |
| YTD | +26.6% | +17.0% | +9.6% | +15.7% |
| 1Y | +45.3% | +62.8% | -17.5% | +25.1% |
| 3Y | +132.2% | +471.3% | -339.1% | +48.3% |
| All | +132.2% | +468.0% | -335.8% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling