+650.1%
TSEM vs LYB
-23.1%
+673.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | -4.9% | +0.3% | -5.1% | -4.9% |
| 30D | -18.7% | +2.5% | -21.2% | -19.1% |
| 3M | -18.1% | +1.4% | -19.5% | -18.3% |
| 6M | +77.1% | -3.5% | +80.6% | +74.5% |
| YTD | +80.1% | +52.0% | +28.2% | +53.7% |
| 1Y | +220.4% | +22.1% | +198.3% | +194.8% |
| 3Y | +650.1% | -22.8% | +672.8% | +639.9% |
| All | +650.1% | -23.1% | +673.2% | +639.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling