+253.1%
TSEM vs LUMN
+42.5%
+210.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.0% | +9.9% | +8.6% |
| 7D | +6.9% | +12.1% | -5.2% | +2.4% |
| 30D | +5.3% | +11.3% | -6.0% | +1.2% |
| 3M | -14.9% | -31.6% | +16.7% | -4.6% |
| 6M | +80.0% | -2.7% | +82.8% | +83.1% |
| YTD | +89.4% | -12.9% | +102.2% | +95.1% |
| 1Y | +253.1% | +36.2% | +216.9% | +212.0% |
| All | +253.1% | +42.5% | +210.6% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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