+103.0%
LEN vs TCOM
-9.8%
+112.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -4.8% | -4.9% | +0.1% | -3.9% |
| 30D | -6.6% | -14.4% | +7.8% | -3.9% |
| 3M | -15.7% | -17.7% | +2.0% | -13.0% |
| 6M | -16.6% | -25.1% | +8.5% | -12.5% |
| YTD | -21.3% | -45.7% | +24.4% | -12.9% |
| 1Y | -42.0% | -47.9% | +5.8% | -35.4% |
| 3Y | -27.9% | +8.9% | -36.9% | -33.1% |
| 5Y | -10.7% | +26.9% | -37.6% | -24.5% |
| All | +103.0% | -9.8% | +112.8% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling