+537.0%
TDG vs LEN
+108.0%
+428.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.4% |
| 7D | -1.9% | -4.8% | +2.9% | -0.1% |
| 30D | -7.7% | -6.6% | -1.1% | -5.4% |
| 3M | -9.3% | -15.7% | +6.3% | -3.7% |
| 6M | -9.4% | -16.6% | +7.3% | -3.7% |
| YTD | -14.3% | -21.3% | +7.1% | -7.8% |
| 1Y | -11.8% | -42.0% | +30.2% | +6.2% |
| 3Y | +52.0% | -27.9% | +79.9% | +57.3% |
| 5Y | +128.8% | -10.7% | +139.5% | +106.8% |
| All | +537.0% | +108.0% | +428.9% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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