-17.3%
TEM vs LEN
-37.1%
+19.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.3% |
| 7D | +0.9% | -3.2% | +4.1% | +2.0% |
| 30D | +38.4% | -4.9% | +43.3% | +40.4% |
| 3M | +23.7% | -8.5% | +32.1% | +26.5% |
| 6M | +26.0% | -20.7% | +46.6% | +30.5% |
| YTD | +9.4% | -17.4% | +26.8% | +10.0% |
| 1Y | -17.3% | -38.2% | +21.0% | -5.4% |
| All | -17.3% | -37.1% | +19.8% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling