+786.5%
TSEM vs LEN
+136.9%
+649.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -7.0% |
| 7D | +7.0% | -5.8% | +12.7% | +8.5% |
| 30D | -29.8% | +13.7% | -43.5% | -32.8% |
| 3M | -41.9% | -3.9% | -38.1% | -42.1% |
| 6M | -45.8% | -0.4% | -45.4% | -46.8% |
| YTD | +25.1% | -16.8% | +41.9% | +27.7% |
| 1Y | +48.2% | -29.5% | +77.7% | +57.8% |
| 3Y | +476.5% | -25.6% | +502.1% | +483.8% |
| 5Y | +301.4% | -13.2% | +314.7% | +278.9% |
| All | +786.5% | +136.9% | +649.6% | +451.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling