+10,786.2%
LEN vs TAP
+813.1%
+9,973.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +0.7% | -4.5% | +5.2% | +1.9% |
| 30D | +13.0% | +7.5% | +5.5% | +11.1% |
| 3M | +1.9% | -4.9% | +6.8% | +3.2% |
| 6M | -0.7% | -3.5% | +2.8% | +0.2% |
| YTD | -13.8% | -11.4% | -2.4% | -11.2% |
| 1Y | -28.1% | -10.8% | -17.3% | -26.0% |
| 3Y | -22.8% | -24.5% | +1.6% | -17.9% |
| 5Y | -7.4% | +2.5% | -9.8% | -8.7% |
| 10Y | +143.7% | -47.6% | +191.3% | +167.6% |
| All | +10,786.2% | +813.1% | +9,973.1% | +8,423.7% |
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