+2,604.8%
TFC vs LEN
+10,602.5%
-7,997.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | +0.2% |
| 7D | +0.1% | -8.7% | +8.8% | +2.8% |
| 30D | +8.6% | +11.6% | -2.9% | +4.8% |
| 3M | -4.3% | -1.3% | -3.1% | -4.7% |
| 6M | +5.4% | -1.4% | +6.9% | +4.6% |
| YTD | +4.5% | -16.9% | +21.4% | +8.5% |
| 1Y | +14.0% | -31.2% | +45.2% | +25.0% |
| 3Y | +93.4% | -25.6% | +118.9% | +103.0% |
| 5Y | +0.5% | -13.3% | +13.7% | -1.6% |
| 10Y | +77.7% | +138.4% | -60.7% | +20.5% |
| All | +2,604.8% | +10,602.5% | -7,997.8% | +851.3% |
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