+76.5%
TNA vs LEN
+108.0%
-31.5%
-88.1%
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% | -1.3% |
| 7D | -7.3% | -4.8% | -2.5% | -2.5% |
| 30D | -14.2% | -6.6% | -7.6% | -8.1% |
| 3M | -4.6% | -15.7% | +11.1% | +12.1% |
| 6M | +36.9% | -16.6% | +53.6% | +64.0% |
| YTD | +42.5% | -21.3% | +63.9% | +77.0% |
| 1Y | +45.8% | -42.0% | +87.8% | +148.4% |
| 3Y | +104.7% | -27.9% | +132.6% | +178.5% |
| 5Y | -21.7% | -10.7% | -11.0% | -9.8% |
| All | +76.5% | +108.0% | -31.5% | +0.2% |
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