+1,282.5%
TSEM vs LNG
+562.2%
+720.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.9% | -4.7% | -0.2% | -3.6% |
| 30D | -18.7% | +3.8% | -22.6% | -19.7% |
| 3M | -18.1% | +16.2% | -34.3% | -22.0% |
| 6M | +77.1% | +11.7% | +65.4% | +69.4% |
| YTD | +80.1% | +44.2% | +35.9% | +59.3% |
| 1Y | +220.4% | +18.6% | +201.8% | +200.1% |
| 3Y | +650.1% | +77.4% | +572.7% | +517.2% |
| 5Y | +628.9% | +232.3% | +396.6% | +357.4% |
| All | +1,282.5% | +562.2% | +720.3% | +551.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling