-36.7%
TSEM vs LII
-36.0%
-0.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.0% | +6.8% | +5.3% |
| 7D | -17.5% | -0.6% | -16.9% | -17.4% |
| 30D | -44.7% | -4.6% | -40.1% | -44.6% |
| 3M | -38.9% | -21.2% | -17.7% | -33.8% |
| 6M | -36.7% | -36.4% | -0.2% | -25.7% |
| All | -36.7% | -36.0% | -0.7% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling