+499.5%
TSEM vs LUNR
+62.5%
+437.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.0% | -1.4% |
| 7D | +10.4% | +6.5% | +3.9% | +10.1% |
| 30D | -12.9% | -4.4% | -8.5% | -12.7% |
| 3M | -9.2% | -47.3% | +38.1% | -6.7% |
| 6M | +98.8% | -11.1% | +109.8% | +99.7% |
| YTD | +87.2% | -3.4% | +90.6% | +87.1% |
| 1Y | +239.0% | +85.8% | +153.2% | +231.4% |
| 3Y | +679.5% | +264.7% | +414.9% | +651.0% |
| All | +499.5% | +62.5% | +437.0% | +491.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling