+328.6%
TMO vs LEN
+108.0%
+220.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.5% |
| 7D | -0.6% | -4.8% | +4.1% | +0.6% |
| 30D | +1.1% | -6.6% | +7.7% | +2.8% |
| 3M | +28.3% | -15.7% | +44.0% | +33.7% |
| 6M | +23.3% | -16.6% | +39.9% | +28.3% |
| YTD | +5.5% | -21.3% | +26.8% | +10.9% |
| 1Y | +24.5% | -42.0% | +66.6% | +41.5% |
| 3Y | +19.6% | -27.9% | +47.5% | +26.3% |
| 5Y | +8.1% | -10.7% | +18.8% | +5.8% |
| All | +328.6% | +108.0% | +220.6% | +241.2% |
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