+220.4%
TSEM vs LEN
-41.0%
+261.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.4% |
| 7D | -4.9% | -4.8% | -0.1% | -4.4% |
| 30D | -18.7% | -6.6% | -12.2% | -18.2% |
| 3M | -18.1% | -15.7% | -2.5% | -16.3% |
| 6M | +77.1% | -16.6% | +93.7% | +78.7% |
| YTD | +80.1% | -21.3% | +101.5% | +79.6% |
| 1Y | +220.4% | -42.0% | +262.4% | +228.3% |
| All | +220.4% | -41.0% | +261.3% | +228.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling