+2,624.8%
TFC vs LEN
+10,954.7%
-8,329.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.2% | -6.4% | +5.2% | +0.7% |
| 30D | +7.8% | +15.6% | -7.9% | +2.8% |
| 3M | -3.0% | -0.8% | -2.2% | -3.5% |
| 6M | +5.8% | +0.4% | +5.4% | +4.4% |
| YTD | +5.3% | -14.1% | +19.4% | +8.2% |
| 1Y | +15.7% | -29.6% | +45.3% | +26.0% |
| 3Y | +94.8% | -23.1% | +117.9% | +102.6% |
| 5Y | 0.0% | -8.9% | +8.9% | -3.5% |
| 10Y | +79.0% | +146.2% | -67.2% | +20.3% |
| All | +2,624.8% | +10,954.7% | -8,329.9% | +849.1% |
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