-26.9%
LEN vs TD
+123.9%
-150.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | -3.4% | -1.9% | -1.5% | -2.4% |
| 30D | -5.7% | -1.6% | -4.1% | -5.0% |
| 3M | -12.2% | +4.6% | -16.8% | -14.5% |
| 6M | -18.3% | +26.8% | -45.1% | -27.5% |
| YTD | -20.2% | +28.3% | -48.5% | -29.8% |
| 1Y | -40.1% | +60.4% | -100.5% | -53.1% |
| All | -26.9% | +123.9% | -150.8% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling