-42.0%
LEN vs TPG
-16.9%
-25.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | -4.8% | -9.4% | +4.7% | -2.5% |
| 30D | -6.6% | -5.3% | -1.3% | -5.4% |
| 3M | -15.7% | +12.9% | -28.6% | -17.8% |
| 6M | -16.6% | +20.1% | -36.7% | -19.6% |
| YTD | -21.3% | -22.5% | +1.1% | -18.4% |
| 1Y | -42.0% | -19.7% | -22.4% | -42.4% |
| All | -42.0% | -16.9% | -25.1% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling