-10.4%
LEN vs TMF
-87.5%
+77.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.2% | -1.4% | -1.7% | -2.8% |
| 30D | -4.9% | -2.8% | -2.1% | -4.2% |
| 3M | -8.5% | -10.9% | +2.4% | -5.8% |
| 6M | -20.7% | -21.3% | +0.7% | -16.0% |
| YTD | -17.4% | -15.9% | -1.5% | -13.9% |
| 1Y | -38.2% | -15.7% | -22.5% | -35.7% |
| 3Y | -24.9% | -43.4% | +18.5% | -17.8% |
| All | -10.4% | -87.5% | +77.1% | +7.6% |
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