+5.9%
TSEM vs LUMN
+93.6%
-87.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.3% | +1.3% |
| 7D | -4.9% | +2.5% | -7.4% | -5.3% |
| 30D | -18.7% | +10.3% | -29.1% | -20.3% |
| 3M | -18.1% | -18.3% | +0.1% | -14.7% |
| 6M | +77.1% | +4.4% | +72.7% | +76.3% |
| YTD | +80.1% | -10.7% | +90.8% | +82.2% |
| 1Y | +220.4% | +14.0% | +206.4% | +206.0% |
| 3Y | +650.1% | +406.6% | +243.5% | +330.9% |
| 5Y | +628.9% | -36.8% | +665.7% | +564.8% |
| 10Y | +1,293.4% | -56.2% | +1,349.6% | +1,147.3% |
| All | +5.9% | +93.6% | -87.7% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling