+80.5%
TSEM vs LYB
+47.4%
+33.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.7% | -4.0% | -9.7% |
| 7D | -23.1% | -6.2% | -16.9% | -24.0% |
| 30D | -40.4% | +6.3% | -46.7% | -39.4% |
| 3M | -37.9% | +4.1% | -42.0% | -37.0% |
| 6M | -30.8% | -15.5% | -15.3% | -32.7% |
| YTD | +26.7% | +50.2% | -23.5% | +29.9% |
| 1Y | +80.5% | +50.6% | +29.9% | +86.4% |
| All | +80.5% | +47.4% | +33.1% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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