+644.7%
TSEM vs LEN
-10.6%
+655.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +4.7% | -3.4% | +8.1% | +5.4% |
| 30D | -14.2% | -5.7% | -8.6% | -13.4% |
| 3M | -5.0% | -12.2% | +7.2% | -3.0% |
| 6M | +87.6% | -18.3% | +105.9% | +94.0% |
| YTD | +84.4% | -20.2% | +104.6% | +90.4% |
| 1Y | +235.4% | -40.1% | +275.5% | +267.5% |
| 3Y | +668.0% | -26.2% | +694.2% | +670.6% |
| 5Y | +644.7% | -9.8% | +654.6% | +651.9% |
| All | +644.7% | -10.6% | +655.3% | +651.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling