+476.8%
TSEM vs LUNR
+48.7%
+428.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.7% |
| 7D | -4.9% | -3.1% | -1.8% | -4.7% |
| 30D | -18.7% | -15.3% | -3.4% | -18.1% |
| 3M | -18.1% | -53.2% | +35.0% | -15.4% |
| 6M | +77.1% | -22.2% | +99.3% | +79.0% |
| YTD | +80.1% | -11.6% | +91.7% | +80.8% |
| 1Y | +220.4% | +68.4% | +152.0% | +214.6% |
| 3Y | +650.1% | +216.8% | +433.3% | +626.0% |
| All | +476.8% | +48.7% | +428.1% | +471.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling