+77.1%
TSEM vs LYFT
+14.2%
+62.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.6% |
| 7D | -4.9% | -8.4% | +3.5% | -4.5% |
| 30D | -18.7% | -7.6% | -11.1% | -18.5% |
| 3M | -18.1% | +11.7% | -29.9% | -17.9% |
| 6M | +77.1% | +15.1% | +62.0% | +73.6% |
| All | +77.1% | +14.2% | +62.8% | +73.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling