+79.0%
TFC vs LEN
+142.4%
-63.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.2% | -6.4% | +5.2% | +1.1% |
| 30D | +7.8% | +15.6% | -7.9% | +1.9% |
| 3M | -3.0% | -0.8% | -2.2% | -3.6% |
| 6M | +5.8% | +0.4% | +5.4% | +4.1% |
| YTD | +5.3% | -14.1% | +19.4% | +8.7% |
| 1Y | +15.7% | -29.6% | +45.3% | +28.2% |
| 3Y | +94.8% | -23.1% | +117.9% | +102.4% |
| 5Y | 0.0% | -8.9% | +8.9% | -5.6% |
| 10Y | +79.0% | +146.2% | -67.2% | +7.0% |
| All | +79.0% | +142.4% | -63.3% | +7.0% |
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