+617.0%
TSEM vs LNG
+229.3%
+387.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.0% |
| 7D | +0.9% | -4.5% | +5.4% | +1.5% |
| 30D | -16.6% | +4.7% | -21.3% | -17.2% |
| 3M | -10.9% | +15.1% | -26.1% | -12.8% |
| 6M | +78.0% | +13.6% | +64.5% | +73.6% |
| YTD | +77.2% | +44.0% | +33.3% | +65.7% |
| 1Y | +207.6% | +18.4% | +189.2% | +197.3% |
| 3Y | +637.8% | +75.9% | +562.0% | +583.1% |
| 5Y | +617.0% | +231.7% | +385.3% | +545.6% |
| All | +617.0% | +229.3% | +387.7% | +545.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling