+21.3%
TFC vs LEN
-21.9%
+43.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.1% | -4.1% | +1.4% |
| 7D | +5.1% | +10.5% | -5.4% | +2.8% |
| 30D | +9.8% | +24.6% | -14.9% | +4.5% |
| 3M | -2.4% | +6.6% | -9.1% | -4.1% |
| 6M | +4.9% | +10.6% | -5.7% | +1.9% |
| YTD | +6.6% | -8.3% | +14.9% | +6.0% |
| 1Y | +21.3% | -22.5% | +43.8% | +24.9% |
| All | +21.3% | -21.9% | +43.2% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling