+679.5%
TSEM vs LEN
-25.9%
+705.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.5% |
| 7D | +10.4% | -2.9% | +13.3% | +10.9% |
| 30D | -12.9% | -8.9% | -4.1% | -11.7% |
| 3M | -9.2% | -10.9% | +1.7% | -7.8% |
| 6M | +98.8% | -19.7% | +118.4% | +104.8% |
| YTD | +87.2% | -20.6% | +107.8% | +91.8% |
| 1Y | +239.0% | -42.4% | +281.4% | +268.9% |
| 3Y | +679.5% | -26.5% | +706.1% | +642.7% |
| All | +679.5% | -25.9% | +705.4% | +642.7% |
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