+59.7%
TEM vs LEN
-43.7%
+103.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.6% |
| 7D | +3.2% | -2.9% | +6.1% | +4.9% |
| 30D | +23.5% | -8.9% | +32.4% | +29.7% |
| 3M | +32.3% | -10.9% | +43.2% | +40.1% |
| 6M | +23.0% | -19.7% | +42.7% | +37.7% |
| YTD | +8.9% | -20.6% | +29.5% | +19.2% |
| 1Y | -19.9% | -42.4% | +22.6% | +8.6% |
| All | +59.7% | -43.7% | +103.4% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling