+77.1%
TSEM vs LUMN
+3.9%
+73.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.3% | +0.4% |
| 7D | -4.9% | +2.5% | -7.4% | -6.5% |
| 30D | -18.7% | +10.3% | -29.1% | -24.2% |
| 3M | -18.1% | -18.3% | +0.1% | -8.3% |
| 6M | +77.1% | +4.4% | +72.7% | +54.4% |
| All | +77.1% | +3.9% | +73.2% | +54.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling