+80.5%
TSEM vs LNG
+42.0%
+38.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.2% | -2.6% | -9.0% |
| 7D | -23.1% | -1.9% | -21.2% | -22.7% |
| 30D | -40.4% | +6.2% | -46.6% | -39.6% |
| 3M | -37.9% | +13.7% | -51.6% | -36.8% |
| 6M | -30.8% | +7.5% | -38.3% | -28.1% |
| YTD | +26.7% | +51.3% | -24.6% | +20.7% |
| 1Y | +80.5% | +42.6% | +37.8% | +85.9% |
| All | +80.5% | +42.0% | +38.5% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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