+655.5%
TSEM vs LSCC
+20.0%
+635.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.0% | +5.9% | +6.9% |
| 7D | +6.9% | +1.3% | +5.6% | +6.3% |
| 30D | +5.3% | -9.7% | +15.0% | +10.8% |
| 3M | -14.9% | -23.7% | +8.8% | -2.6% |
| 6M | +80.0% | +26.5% | +53.5% | +71.8% |
| YTD | +89.4% | +57.5% | +31.8% | +67.5% |
| 1Y | +253.1% | +75.7% | +177.4% | +201.5% |
| All | +655.5% | +20.0% | +635.5% | +557.3% |
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