+103.0%
LEN vs TD
+306.3%
-203.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.7% |
| 7D | -4.8% | -0.5% | -4.2% | -4.4% |
| 30D | -6.6% | -1.9% | -4.7% | -5.5% |
| 3M | -15.7% | +4.8% | -20.4% | -18.8% |
| 6M | -16.6% | +28.0% | -44.6% | -30.2% |
| YTD | -21.3% | +30.3% | -51.6% | -35.2% |
| 1Y | -42.0% | +59.8% | -101.8% | -58.9% |
| 3Y | -27.9% | +124.7% | -152.6% | -60.7% |
| 5Y | -10.7% | +127.0% | -137.7% | -52.9% |
| All | +103.0% | +306.3% | -203.3% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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