+798.2%
TSEM vs LYB
+624.6%
+173.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | -4.9% | +0.3% | -5.1% | -5.0% |
| 30D | -18.7% | +2.5% | -21.2% | -19.6% |
| 3M | -18.1% | +1.4% | -19.5% | -19.1% |
| 6M | +77.1% | -3.5% | +80.6% | +74.3% |
| YTD | +80.1% | +52.0% | +28.2% | +47.5% |
| 1Y | +220.4% | +22.1% | +198.3% | +182.7% |
| 3Y | +650.1% | -22.8% | +672.8% | +669.9% |
| 5Y | +628.9% | -3.4% | +632.2% | +563.3% |
| 10Y | +1,293.4% | +47.4% | +1,246.1% | +863.7% |
| All | +798.2% | +624.6% | +173.6% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling