+253.1%
TSEM vs LNG
+23.0%
+230.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.4% | +7.5% | +7.9% |
| 7D | +6.9% | +3.4% | +3.5% | +7.2% |
| 30D | +5.3% | +14.9% | -9.6% | +6.4% |
| 3M | -14.9% | +21.4% | -36.3% | -13.0% |
| 6M | +80.0% | +17.8% | +62.2% | +79.8% |
| YTD | +89.4% | +51.3% | +38.1% | +85.8% |
| 1Y | +253.1% | +24.4% | +228.6% | +247.4% |
| All | +253.1% | +23.0% | +230.0% | +247.4% |
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