+220.4%
TSEM vs LNG
+19.2%
+201.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -4.9% | -4.7% | -0.2% | -5.2% |
| 30D | -18.7% | +3.8% | -22.6% | -18.3% |
| 3M | -18.1% | +16.2% | -34.3% | -16.5% |
| 6M | +77.1% | +11.7% | +65.4% | +76.7% |
| YTD | +80.1% | +44.2% | +35.9% | +76.9% |
| 1Y | +220.4% | +18.6% | +201.8% | +208.4% |
| All | +220.4% | +19.2% | +201.2% | +208.4% |
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