+16.3%
TFC vs LEN
-42.7%
+59.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.2% |
| 7D | -2.5% | -7.8% | +5.3% | -0.6% |
| 30D | -2.8% | -11.0% | +8.2% | -0.2% |
| 3M | +2.1% | -12.8% | +14.9% | +5.0% |
| 6M | +10.1% | -20.2% | +30.3% | +14.8% |
| YTD | +5.4% | -23.0% | +28.5% | +9.6% |
| 1Y | +16.3% | -41.8% | +58.1% | +28.4% |
| All | +16.3% | -42.7% | +59.1% | +28.4% |
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 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