+100.6%
LEN vs TMF
-86.8%
+187.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -2.9% | +1.0% | -3.9% | -3.0% |
| 30D | -8.9% | -1.8% | -7.0% | -8.7% |
| 3M | -10.9% | -8.2% | -2.7% | -10.0% |
| 6M | -19.7% | -19.5% | -0.2% | -17.8% |
| YTD | -20.6% | -16.0% | -4.6% | -19.1% |
| 1Y | -42.4% | -22.5% | -19.9% | -40.9% |
| 3Y | -26.5% | -42.3% | +15.7% | -23.9% |
| 5Y | -10.9% | -87.7% | +76.8% | -10.6% |
| 10Y | +100.6% | -86.5% | +187.1% | +100.9% |
| All | +100.6% | -86.8% | +187.4% | +100.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling