-26.9%
LEN vs TCOM
+8.5%
-35.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.8% |
| 7D | -3.4% | -10.2% | +6.8% | -2.5% |
| 30D | -5.7% | -16.8% | +11.2% | -4.1% |
| 3M | -12.2% | -16.7% | +4.5% | -11.0% |
| 6M | -18.3% | -27.1% | +8.8% | -16.0% |
| YTD | -20.2% | -45.5% | +25.3% | -16.0% |
| 1Y | -40.1% | -45.9% | +5.8% | -36.9% |
| All | -26.9% | +8.5% | -35.3% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling