+245.7%
TSM vs LEN
-2.5%
+248.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +2.6% |
| 7D | -2.5% | +0.6% | -3.1% | -2.9% |
| 30D | -14.3% | +19.4% | -33.7% | -19.0% |
| 3M | -7.2% | +4.5% | -11.8% | -9.3% |
| 6M | -5.1% | +4.9% | -10.0% | -7.6% |
| YTD | +28.9% | -8.9% | +37.8% | +30.2% |
| 1Y | +37.1% | -23.0% | +60.0% | +45.3% |
| 3Y | +341.5% | -16.7% | +358.2% | +324.5% |
| 5Y | +245.7% | -4.5% | +250.2% | +206.4% |
| All | +245.7% | -2.5% | +248.2% | +206.4% |
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