-18.2%
LEN vs TPG
+74.1%
-92.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.6% |
| 7D | -4.8% | -9.4% | +4.7% | -1.4% |
| 30D | -6.6% | -5.3% | -1.3% | -4.9% |
| 3M | -15.7% | +12.9% | -28.6% | -19.5% |
| 6M | -16.6% | +20.1% | -36.7% | -22.5% |
| YTD | -21.3% | -22.5% | +1.1% | -15.1% |
| 1Y | -42.0% | -19.7% | -22.4% | -38.6% |
| 3Y | -27.9% | +81.2% | -109.1% | -49.6% |
| All | -18.2% | +74.1% | -92.3% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling