+48.3%
TSEM vs LTH
+77.7%
-29.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | -0.5% |
| 7D | +20.5% | -4.6% | +25.1% | +20.7% |
| 30D | -29.0% | +14.8% | -43.8% | -29.7% |
| 3M | -39.4% | +3.9% | -43.3% | -39.3% |
| 6M | -28.5% | +35.5% | -64.0% | -33.9% |
| YTD | +34.4% | +71.3% | -36.9% | +15.2% |
| 1Y | +48.3% | +75.7% | -27.4% | +26.1% |
| All | +48.3% | +77.7% | -29.3% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling