+140.8%
LLY vs TSEM
+547.1%
-406.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.2% | +1.5% |
| 7D | +6.7% | +7.0% | -0.2% | +6.4% |
| 30D | +19.6% | -29.8% | +49.3% | +20.8% |
| 3M | +19.7% | -41.9% | +61.6% | +21.8% |
| 6M | +42.7% | -45.8% | +88.5% | +44.7% |
| YTD | +35.1% | +25.1% | +10.0% | +23.4% |
| 1Y | +42.2% | +48.2% | -6.1% | +26.0% |
| 3Y | +140.8% | +476.5% | -335.7% | +70.3% |
| All | +140.8% | +547.1% | -406.3% | +70.3% |
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