-12.1%
LEN vs TMF
-88.6%
+76.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -5.8% | -9.3% | +3.5% | -3.3% |
| 30D | +13.7% | +1.9% | +11.8% | +13.4% |
| 3M | -3.9% | -11.2% | +7.4% | -0.7% |
| 6M | -0.4% | -17.7% | +17.3% | +5.0% |
| YTD | -16.8% | -24.5% | +7.6% | -10.6% |
| 1Y | -29.5% | -29.4% | -0.1% | -23.0% |
| 3Y | -25.6% | -33.4% | +7.8% | -19.3% |
| All | -12.1% | -88.6% | +76.5% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling