+2,841.9%
LEN vs TD
+8,075.2%
-5,233.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -5.8% | +1.1% | -6.9% | -6.5% |
| 30D | +13.7% | +5.2% | +8.5% | +9.7% |
| 3M | -3.9% | +1.2% | -5.1% | -5.0% |
| 6M | -0.4% | +17.7% | -18.1% | -11.8% |
| YTD | -16.8% | +34.2% | -51.1% | -33.2% |
| 1Y | -29.5% | +55.4% | -84.9% | -49.2% |
| 3Y | -25.6% | +130.4% | -156.0% | -60.4% |
| 5Y | -13.2% | +101.8% | -115.0% | -49.9% |
| 10Y | +138.5% | +301.9% | -163.4% | -18.3% |
| All | +2,841.9% | +8,075.2% | -5,233.3% | +214.0% |
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