+52.0%
TDG vs LEN
-27.3%
+79.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.8% |
| 7D | -1.9% | -4.8% | +2.9% | -1.1% |
| 30D | -7.7% | -6.6% | -1.1% | -6.7% |
| 3M | -9.3% | -15.7% | +6.3% | -7.1% |
| 6M | -9.4% | -16.6% | +7.3% | -7.3% |
| YTD | -14.3% | -21.3% | +7.1% | -12.2% |
| 1Y | -11.8% | -42.0% | +30.2% | -6.0% |
| 3Y | +52.0% | -27.9% | +79.9% | +45.3% |
| All | +52.0% | -27.3% | +79.3% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling