+1,177.3%
TSEM vs LYFT
-82.5%
+1,259.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.3% |
| 7D | -4.9% | -8.4% | +3.5% | -3.4% |
| 30D | -18.7% | -7.6% | -11.1% | -17.7% |
| 3M | -18.1% | +11.7% | -29.9% | -20.2% |
| 6M | +77.1% | +15.1% | +62.0% | +71.0% |
| YTD | +80.1% | -20.9% | +101.0% | +85.4% |
| 1Y | +220.4% | -16.4% | +236.8% | +225.5% |
| 3Y | +650.1% | +35.2% | +614.9% | +565.1% |
| 5Y | +628.9% | -69.4% | +698.2% | +691.4% |
| All | +1,177.3% | -82.5% | +1,259.8% | +1,094.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling