+37.6%
LLY vs TSEM
-41.0%
+78.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.6% | -0.5% |
| 7D | -4.5% | -17.5% | +13.0% | -5.8% |
| 30D | +13.9% | -44.7% | +58.6% | +9.7% |
| 3M | +13.8% | -38.9% | +52.6% | +10.3% |
| 6M | +37.6% | -36.7% | +74.3% | +31.3% |
| All | +37.6% | -41.0% | +78.6% | +31.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling