+637.8%
TSEM vs LUNR
+234.6%
+403.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.6% |
| 7D | +0.9% | -0.5% | +1.5% | +1.0% |
| 30D | -16.6% | -11.3% | -5.3% | -15.2% |
| 3M | -10.9% | -44.9% | +34.0% | -3.8% |
| 6M | +78.0% | -17.3% | +95.3% | +81.4% |
| YTD | +77.2% | -9.9% | +87.1% | +77.2% |
| 1Y | +207.6% | +76.1% | +131.4% | +184.6% |
| All | +637.8% | +234.6% | +403.3% | +565.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling