+11,404.3%
LEN vs TAP
+810.2%
+10,594.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.5% |
| 7D | +0.6% | -7.8% | +8.4% | +2.8% |
| 30D | +19.4% | +7.1% | +12.3% | +17.5% |
| 3M | +4.5% | -7.0% | +11.6% | +6.5% |
| 6M | +4.9% | -3.8% | +8.7% | +5.9% |
| YTD | -8.9% | -11.7% | +2.8% | -6.1% |
| 1Y | -23.0% | -10.1% | -12.9% | -20.9% |
| 3Y | -16.7% | -23.7% | +7.0% | -11.5% |
| 5Y | -4.5% | +2.9% | -7.4% | -6.0% |
| 10Y | +162.2% | -49.5% | +211.6% | +190.0% |
| All | +11,404.3% | +810.2% | +10,594.1% | +8,915.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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