+476.5%
TSEM vs LSCC
+99.6%
+376.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.5% | -1.5% | -4.1% |
| 7D | +7.0% | +7.0% | 0.0% | +3.5% |
| 30D | -29.8% | -2.3% | -27.5% | -28.6% |
| 3M | -41.9% | -12.5% | -29.4% | -37.3% |
| 6M | -45.8% | -10.6% | -35.2% | -40.6% |
| YTD | +25.1% | +52.7% | -27.6% | +12.5% |
| 1Y | +48.2% | +74.0% | -25.7% | +27.6% |
| 3Y | +476.5% | +104.8% | +371.7% | +323.1% |
| All | +476.5% | +99.6% | +376.9% | +323.1% |
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