Stock and ETF performance explorer

TEM vs LEN

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	LEN	Excess	Alpha
1D	-4.1%	-3.5%	-0.6%	N/A
7D	-9.2%	-7.8%	-1.4%	N/A
All	-9.2%	-8.7%	-0.4%	N/A

Daily percentage return beside LEN.

Portfolio return minus LEN return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.