+2,709.6%
LEN vs TD
+7,806.2%
-5,096.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.2% |
| 7D | -2.9% | +0.9% | -3.7% | -3.5% |
| 30D | -8.9% | -0.7% | -8.2% | -8.6% |
| 3M | -10.9% | +6.3% | -17.2% | -15.0% |
| 6M | -19.7% | +27.9% | -47.6% | -32.9% |
| YTD | -20.6% | +29.8% | -50.4% | -34.6% |
| 1Y | -42.4% | +63.7% | -106.1% | -60.1% |
| 3Y | -26.5% | +128.3% | -154.9% | -60.6% |
| 5Y | -10.9% | +125.5% | -136.5% | -52.7% |
| 10Y | +100.6% | +296.7% | -196.1% | -30.6% |
| All | +2,709.6% | +7,806.2% | -5,096.6% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling