+46.6%
TEM vs LEN
-44.2%
+90.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.8% |
| 7D | -8.7% | -4.8% | -3.9% | -6.2% |
| 30D | +8.1% | -6.6% | +14.6% | +12.1% |
| 3M | +19.0% | -15.7% | +34.7% | +30.1% |
| 6M | +12.0% | -16.6% | +28.7% | +23.0% |
| YTD | -0.1% | -21.3% | +21.3% | +10.0% |
| 1Y | -33.5% | -42.0% | +8.5% | -10.6% |
| All | +46.6% | -44.2% | +90.8% | +71.3% |
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 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