+12,759.1%
TDG vs LEN
+80.7%
+12,678.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -2.4% | -3.4% | +0.9% | -1.5% |
| 30D | -8.0% | -5.7% | -2.3% | -6.6% |
| 3M | -10.5% | -12.2% | +1.8% | -7.5% |
| 6M | -11.9% | -18.3% | +6.4% | -7.5% |
| YTD | -15.4% | -20.2% | +4.8% | -11.1% |
| 1Y | -14.2% | -40.1% | +25.9% | -3.1% |
| 3Y | +51.0% | -26.2% | +77.2% | +56.3% |
| 5Y | +126.5% | -9.8% | +136.3% | +118.3% |
| 10Y | +535.6% | +109.1% | +426.4% | +374.9% |
| All | +12,759.1% | +80.7% | +12,678.5% | +6,502.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling