-25.6%
LEN vs TMF
-31.3%
+5.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.3% | -1.4% |
| 7D | -8.7% | -8.2% | -0.6% | -5.6% |
| 30D | +11.6% | +5.3% | +6.2% | +9.8% |
| 3M | -1.3% | -8.5% | +7.2% | +2.2% |
| 6M | -1.4% | -17.2% | +15.7% | +5.9% |
| YTD | -16.9% | -23.4% | +6.5% | -8.5% |
| 1Y | -31.2% | -30.2% | -0.9% | -22.0% |
| All | -25.6% | -31.3% | +5.7% | -16.7% |
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 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