+372.0%
LLY vs TSEM
+657.0%
-285.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.7% | -1.4% |
| 7D | -2.1% | +6.9% | -9.0% | -2.6% |
| 30D | -1.6% | +5.3% | -6.9% | -2.3% |
| 3M | +2.3% | -14.9% | +17.2% | +2.3% |
| 6M | +14.9% | +80.0% | -65.1% | +5.6% |
| YTD | +7.5% | +89.4% | -81.9% | -2.6% |
| 1Y | +55.7% | +253.1% | -197.4% | +29.5% |
| 3Y | +110.6% | +642.1% | -531.5% | +55.9% |
| All | +372.0% | +657.0% | -285.0% | +258.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling