+13,634.3%
TSM vs LEN
+1,367.9%
+12,266.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.1% |
| 7D | +2.7% | -3.2% | +5.9% | +3.6% |
| 30D | +3.6% | -4.9% | +8.5% | +4.8% |
| 3M | -3.4% | -8.5% | +5.1% | -1.4% |
| 6M | +20.6% | -20.7% | +41.3% | +27.9% |
| YTD | +41.9% | -17.4% | +59.3% | +48.2% |
| 1Y | +84.4% | -38.2% | +122.6% | +107.1% |
| 3Y | +380.2% | -24.9% | +405.1% | +397.5% |
| 5Y | +275.3% | -11.4% | +286.8% | +266.0% |
| 10Y | +1,751.4% | +110.0% | +1,641.4% | +1,217.1% |
| All | +13,634.3% | +1,367.9% | +12,266.5% | +2,582.3% |
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