+220.4%
TSEM vs LUNR
+73.3%
+147.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.1% |
| 7D | -4.9% | -3.1% | -1.8% | -4.1% |
| 30D | -18.7% | -15.3% | -3.4% | -15.1% |
| 3M | -18.1% | -53.2% | +35.0% | -3.5% |
| 6M | +77.1% | -22.2% | +99.3% | +84.5% |
| YTD | +80.1% | -11.6% | +91.7% | +81.7% |
| 1Y | +220.4% | +68.4% | +152.0% | +155.1% |
| All | +220.4% | +73.3% | +147.1% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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