+1,598.5%
TSM vs LEN
+147.0%
+1,451.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.4% | +7.4% | +3.4% |
| 7D | -2.1% | +0.7% | -2.7% | -2.5% |
| 30D | -12.5% | +13.0% | -25.5% | -16.0% |
| 3M | -5.0% | +1.9% | -6.9% | -6.6% |
| 6M | -3.2% | -0.7% | -2.5% | -4.5% |
| YTD | +31.5% | -13.8% | +45.3% | +34.4% |
| 1Y | +35.7% | -28.1% | +63.8% | +45.3% |
| 3Y | +323.5% | -22.8% | +346.3% | +328.9% |
| 5Y | +263.4% | -7.4% | +270.7% | +240.6% |
| 10Y | +1,598.5% | +143.7% | +1,454.8% | +1,137.8% |
| All | +1,598.5% | +147.0% | +1,451.5% | +1,137.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling