+80.5%
TSEM vs LDOS
-27.6%
+108.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.5% | -8.6% |
| 7D | -23.1% | -2.8% | -20.3% | -23.5% |
| 30D | -40.4% | +13.6% | -54.0% | -39.0% |
| 3M | -37.9% | +4.2% | -42.1% | -37.1% |
| 6M | -30.8% | -8.2% | -22.6% | -25.2% |
| YTD | +26.7% | -24.1% | +50.8% | +41.2% |
| 1Y | +80.5% | -31.2% | +111.7% | +105.5% |
| All | +80.5% | -27.6% | +108.1% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling