-10.4%
LEN vs TCOM
+29.4%
-39.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | -4.8% | -4.9% | +0.1% | -4.1% |
| 30D | -6.6% | -14.4% | +7.8% | -4.6% |
| 3M | -15.7% | -17.7% | +2.0% | -13.6% |
| 6M | -16.6% | -25.1% | +8.5% | -13.5% |
| YTD | -21.3% | -45.7% | +24.4% | -15.0% |
| 1Y | -42.0% | -47.9% | +5.8% | -37.0% |
| 3Y | -27.9% | +8.9% | -36.9% | -31.9% |
| All | -10.4% | +29.4% | -39.8% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling