+52.2%
TEM vs LEN
-43.4%
+95.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.2% | -5.0% |
| 7D | -1.1% | -3.4% | +2.3% | +0.8% |
| 30D | +11.3% | -5.7% | +17.0% | +14.8% |
| 3M | +25.5% | -12.2% | +37.8% | +34.0% |
| 6M | +17.1% | -18.3% | +35.4% | +29.9% |
| YTD | +3.8% | -20.2% | +24.0% | +13.3% |
| 1Y | -24.4% | -40.1% | +15.7% | -0.4% |
| All | +52.2% | -43.4% | +95.6% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling