+11.3%
TSEM vs LEN
+4,196.0%
-4,184.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.9% | +8.1% |
| 7D | +6.9% | -3.2% | +10.1% | +7.6% |
| 30D | +5.3% | -4.9% | +10.2% | +6.3% |
| 3M | -14.9% | -8.5% | -6.4% | -13.8% |
| 6M | +80.0% | -20.7% | +100.7% | +88.0% |
| YTD | +89.4% | -17.4% | +106.8% | +95.0% |
| 1Y | +253.1% | -38.2% | +291.3% | +285.3% |
| 3Y | +642.1% | -24.9% | +667.0% | +661.4% |
| 5Y | +659.1% | -11.4% | +670.5% | +636.9% |
| 10Y | +1,291.4% | +110.0% | +1,181.3% | +970.6% |
| All | +11.3% | +4,196.0% | -4,184.7% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling