+644.9%
TSEM vs LTH
+156.3%
+488.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.8% |
| 7D | +10.4% | +1.5% | +8.9% | +10.2% |
| 30D | -12.9% | -3.1% | -9.9% | -12.5% |
| 3M | -9.2% | +28.1% | -37.3% | -13.9% |
| 6M | +98.8% | +67.4% | +31.4% | +78.8% |
| YTD | +87.2% | +59.8% | +27.4% | +69.4% |
| 1Y | +239.0% | +45.6% | +193.4% | +211.2% |
| 3Y | +679.5% | +162.0% | +517.5% | +549.6% |
| All | +644.9% | +156.3% | +488.6% | +517.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling