+10.0%
TSEM vs LNG
+4,044.6%
-4,034.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.3% | -0.9% |
| 7D | +10.4% | -6.2% | +16.6% | +10.7% |
| 30D | -12.9% | +8.0% | -20.9% | -13.2% |
| 3M | -9.2% | +16.9% | -26.1% | -9.7% |
| 6M | +98.8% | +8.7% | +90.1% | +98.0% |
| YTD | +87.2% | +43.0% | +44.2% | +84.7% |
| 1Y | +239.0% | +19.4% | +219.5% | +236.4% |
| 3Y | +679.5% | +74.7% | +604.8% | +663.4% |
| 5Y | +667.3% | +222.4% | +444.8% | +634.2% |
| 10Y | +1,301.0% | +532.2% | +768.8% | +1,210.2% |
| All | +10.0% | +4,044.6% | -4,034.6% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling