+1,148.6%
LEN vs TMF
-69.2%
+1,217.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +2.1% | +1.2% | +0.9% | +2.1% |
| 30D | +16.6% | +19.7% | -3.2% | +17.5% |
| 3M | +5.3% | -2.1% | +7.4% | +5.1% |
| 6M | -0.8% | -13.4% | +12.7% | -1.6% |
| YTD | -11.7% | -16.7% | +5.0% | -12.7% |
| 1Y | -24.6% | -23.3% | -1.3% | -25.7% |
| 3Y | -18.7% | -24.8% | +6.1% | -19.4% |
| 5Y | -4.4% | -88.0% | +83.6% | -25.8% |
| 10Y | +152.2% | -84.7% | +236.9% | +120.6% |
| All | +1,148.6% | -69.2% | +1,217.7% | +1,373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling