+479.3%
TSEM vs LSCC
+97.7%
+381.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -1.9% |
| 7D | -9.5% | +5.0% | -14.5% | -11.4% |
| 30D | -35.5% | -11.7% | -23.7% | -31.0% |
| 3M | -41.6% | -13.3% | -28.3% | -36.6% |
| 6M | -30.1% | -12.5% | -17.5% | -22.6% |
| YTD | +25.7% | +51.2% | -25.5% | +13.5% |
| 1Y | +50.5% | +65.9% | -15.4% | +31.7% |
| All | +479.3% | +97.7% | +381.6% | +327.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling