+62.8%
TSEM vs LSCC
+68.2%
-5.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.1% | -2.3% | -1.1% |
| 7D | -17.5% | +13.0% | -30.5% | -25.8% |
| 30D | -44.7% | -19.8% | -24.9% | -33.5% |
| 3M | -38.9% | -18.4% | -20.5% | -27.4% |
| 6M | -36.7% | -16.1% | -20.6% | -23.7% |
| YTD | +17.0% | +42.7% | -25.8% | -2.4% |
| 1Y | +62.8% | +68.0% | -5.2% | +19.5% |
| All | +62.8% | +68.2% | -5.3% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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