+20,135.0%
LLY vs TSEM
-31.2%
+20,166.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.6% | -1.0% |
| 7D | -4.5% | -17.5% | +13.0% | -3.6% |
| 30D | +13.9% | -44.7% | +58.6% | +17.1% |
| 3M | +13.8% | -38.9% | +52.6% | +16.0% |
| 6M | +37.6% | -36.7% | +74.3% | +38.8% |
| YTD | +26.6% | +17.0% | +9.6% | +22.7% |
| 1Y | +45.3% | +62.8% | -17.5% | +38.0% |
| 3Y | +132.2% | +471.3% | -339.1% | +104.2% |
| 5Y | +434.7% | +290.3% | +144.4% | +376.8% |
| 10Y | +2,084.3% | +790.1% | +1,294.2% | +1,742.0% |
| All | +20,135.0% | -31.2% | +20,166.2% | +15,696.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling