-38.2%
LEN vs TCOM
-42.5%
+4.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -3.2% | -9.5% | +6.3% | -2.6% |
| 30D | -4.9% | -10.7% | +5.8% | -4.3% |
| 3M | -8.5% | -14.6% | +6.1% | -7.5% |
| 6M | -20.7% | -19.3% | -1.3% | -19.1% |
| YTD | -17.4% | -42.9% | +25.5% | -14.5% |
| 1Y | -38.2% | -43.8% | +5.5% | -36.1% |
| All | -38.2% | -42.5% | +4.2% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling