-38.2%
LEN vs TMF
-15.2%
-23.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -3.2% | -1.4% | -1.7% | -2.4% |
| 30D | -4.9% | -2.8% | -2.1% | -3.3% |
| 3M | -8.5% | -10.9% | +2.4% | -2.3% |
| 6M | -20.7% | -21.3% | +0.7% | -11.0% |
| YTD | -17.4% | -15.9% | -1.5% | -9.8% |
| 1Y | -38.2% | -15.7% | -22.5% | -33.7% |
| All | -38.2% | -15.2% | -23.0% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling