+15.6%
TFC vs LEN
-12.1%
+27.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -0.8% |
| 7D | +2.2% | -2.9% | +5.1% | +3.3% |
| 30D | -2.5% | -8.9% | +6.4% | +0.5% |
| 3M | +4.5% | -10.9% | +15.4% | +8.1% |
| 6M | +11.0% | -19.7% | +30.6% | +18.5% |
| YTD | +5.9% | -20.6% | +26.5% | +12.7% |
| 1Y | +14.6% | -42.4% | +57.0% | +36.2% |
| 3Y | +96.7% | -26.5% | +123.3% | +106.3% |
| 5Y | +15.6% | -10.9% | +26.5% | +8.0% |
| All | +15.6% | -12.1% | +27.7% | +8.0% |
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 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