+1,815.4%
TSM vs LEN
+103.7%
+1,711.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +4.8% | -3.4% | +8.2% | +5.7% |
| 30D | +4.0% | -5.7% | +9.7% | +5.6% |
| 3M | +2.0% | -12.2% | +14.2% | +5.2% |
| 6M | +25.5% | -18.3% | +43.8% | +32.0% |
| YTD | +44.0% | -20.2% | +64.2% | +51.9% |
| 1Y | +75.4% | -40.1% | +115.5% | +99.2% |
| 3Y | +406.7% | -26.2% | +432.9% | +423.9% |
| 5Y | +285.0% | -9.8% | +294.8% | +267.3% |
| 10Y | +1,815.4% | +109.1% | +1,706.2% | +1,340.6% |
| All | +1,815.4% | +103.7% | +1,711.6% | +1,340.6% |
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 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