+331.4%
TSEM vs LEN
-12.2%
+343.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | -0.2% |
| 7D | +20.5% | -8.7% | +29.3% | +22.2% |
| 30D | -29.0% | +11.6% | -40.5% | -30.9% |
| 3M | -39.4% | -1.3% | -38.1% | -39.7% |
| 6M | -28.5% | -1.4% | -27.1% | -29.3% |
| YTD | +34.4% | -16.9% | +51.3% | +36.6% |
| 1Y | +48.3% | -31.2% | +79.5% | +56.7% |
| 3Y | +543.5% | -25.6% | +569.1% | +541.4% |
| 5Y | +331.4% | -13.3% | +344.7% | +346.6% |
| All | +331.4% | -12.2% | +343.6% | +346.6% |
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 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