+397.0%
TSM vs LEN
-22.2%
+419.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.1% |
| 7D | +2.7% | -3.2% | +5.9% | +3.4% |
| 30D | +3.6% | -4.9% | +8.5% | +4.6% |
| 3M | -3.4% | -8.5% | +5.1% | -1.8% |
| 6M | +20.6% | -20.7% | +41.3% | +25.6% |
| YTD | +41.9% | -17.4% | +59.3% | +46.4% |
| 1Y | +84.4% | -38.2% | +122.6% | +100.4% |
| All | +397.0% | -22.2% | +419.1% | +368.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling