+19.6%
TMO vs LEN
-27.3%
+46.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.4% |
| 7D | -0.6% | -4.8% | +4.1% | +0.8% |
| 30D | +1.1% | -6.6% | +7.7% | +3.1% |
| 3M | +28.3% | -15.7% | +44.0% | +34.6% |
| 6M | +23.3% | -16.6% | +39.9% | +29.2% |
| YTD | +5.5% | -21.3% | +26.8% | +11.6% |
| 1Y | +24.5% | -42.0% | +66.6% | +45.6% |
| 3Y | +19.6% | -27.9% | +47.5% | +20.6% |
| All | +19.6% | -27.3% | +46.9% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling