+102.5%
TNA vs LEN
-28.8%
+131.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | +0.4% |
| 7D | -7.6% | -7.8% | +0.2% | -0.3% |
| 30D | -13.6% | -11.0% | -2.6% | -3.8% |
| 3M | +2.8% | -12.8% | +15.6% | +15.3% |
| 6M | +34.5% | -20.2% | +54.7% | +65.6% |
| YTD | +41.0% | -23.0% | +64.1% | +74.4% |
| 1Y | +52.0% | -41.8% | +93.8% | +150.5% |
| All | +102.5% | -28.8% | +131.3% | +123.6% |
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