-22.5%
LEN vs TCOM
-39.6%
+17.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.2% | +3.9% | +6.8% |
| 7D | +10.5% | +10.7% | -0.2% | +9.5% |
| 30D | +24.6% | +10.1% | +14.6% | +23.7% |
| 3M | +6.6% | -8.9% | +15.5% | +6.9% |
| 6M | +10.6% | -19.2% | +29.8% | +12.4% |
| YTD | -8.3% | -40.6% | +32.3% | -6.4% |
| 1Y | -22.5% | -39.0% | +16.5% | -21.6% |
| All | -22.5% | -39.6% | +17.1% | -21.6% |
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