+253.1%
TSEM vs LYFT
-1.1%
+254.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.2% | +11.1% | +8.5% |
| 7D | +6.9% | -5.5% | +12.4% | +8.1% |
| 30D | +5.3% | +1.5% | +3.8% | +4.6% |
| 3M | -14.9% | +18.4% | -33.3% | -18.6% |
| 6M | +80.0% | +20.8% | +59.2% | +69.3% |
| YTD | +89.4% | -13.7% | +103.0% | +97.9% |
| 1Y | +253.1% | -0.4% | +253.5% | +273.5% |
| All | +253.1% | -1.1% | +254.2% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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