+77.9%
TEM vs LEN
-41.0%
+118.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -5.9% | -5.8% | -0.1% | -3.0% |
| 30D | +4.8% | +13.7% | -8.9% | -2.3% |
| 3M | +31.9% | -3.9% | +35.8% | +33.0% |
| 6M | +56.0% | -0.4% | +56.4% | +53.5% |
| YTD | +21.3% | -16.8% | +38.1% | +27.8% |
| 1Y | +5.4% | -29.5% | +34.9% | +23.1% |
| All | +77.9% | -41.0% | +118.9% | +99.0% |
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