+519.5%
TSEM vs LEN
-25.9%
+545.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | -0.4% |
| 7D | +20.5% | -8.7% | +29.3% | +21.4% |
| 30D | -29.0% | +11.6% | -40.5% | -30.4% |
| 3M | -39.4% | -1.3% | -38.1% | -39.5% |
| 6M | -28.5% | -1.4% | -27.1% | -29.0% |
| YTD | +34.4% | -16.9% | +51.3% | +36.1% |
| 1Y | +48.3% | -31.2% | +79.5% | +55.2% |
| All | +519.5% | -25.9% | +545.4% | +446.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling