-21.0%
LEN vs TMF
-42.2%
+21.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -3.2% | -1.4% | -1.7% | -2.7% |
| 30D | -4.9% | -2.8% | -2.1% | -3.9% |
| 3M | -8.5% | -10.9% | +2.4% | -4.7% |
| 6M | -20.7% | -21.3% | +0.7% | -14.1% |
| YTD | -17.4% | -15.9% | -1.5% | -12.5% |
| 1Y | -38.2% | -15.7% | -22.5% | -34.7% |
| All | -21.0% | -42.2% | +21.2% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling