+48.2%
TSEM vs LEN
-30.4%
+78.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -6.9% |
| 7D | +7.0% | -5.8% | +12.7% | +6.7% |
| 30D | -29.8% | +13.7% | -43.5% | -30.4% |
| 3M | -41.9% | -3.9% | -38.1% | -41.5% |
| 6M | -45.8% | -0.4% | -45.4% | -45.7% |
| YTD | +25.1% | -16.8% | +41.9% | +23.8% |
| 1Y | +48.2% | -29.5% | +77.7% | +50.6% |
| All | +48.2% | -30.4% | +78.6% | +50.6% |
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