+633.9%
TSEM vs LTH
+152.0%
+481.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.2% |
| 7D | +4.7% | -4.0% | +8.7% | +5.5% |
| 30D | -14.2% | -1.7% | -12.6% | -14.0% |
| 3M | -5.0% | +28.0% | -33.0% | -10.0% |
| 6M | +87.6% | +54.1% | +33.5% | +71.3% |
| YTD | +84.4% | +57.1% | +27.4% | +67.4% |
| 1Y | +235.4% | +45.8% | +189.6% | +207.8% |
| 3Y | +668.0% | +157.6% | +510.4% | +542.0% |
| All | +633.9% | +152.0% | +481.9% | +510.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling