+239.0%
TSEM vs LII
-32.7%
+271.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.7% |
| 7D | +10.4% | +2.1% | +8.3% | +9.7% |
| 30D | -12.9% | -12.4% | -0.5% | -9.0% |
| 3M | -9.2% | -24.8% | +15.6% | -0.4% |
| 6M | +98.8% | -25.2% | +123.9% | +114.1% |
| YTD | +87.2% | -20.3% | +107.5% | +98.9% |
| 1Y | +239.0% | -32.9% | +271.9% | +272.8% |
| All | +239.0% | -32.7% | +271.7% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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