-23.0%
TNA vs LEN
-11.2%
-11.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | -1.4% |
| 7D | -7.3% | -4.8% | -2.5% | -2.2% |
| 30D | -14.2% | -6.6% | -7.6% | -7.8% |
| 3M | -4.6% | -15.7% | +11.1% | +13.1% |
| 6M | +36.9% | -16.6% | +53.6% | +65.4% |
| YTD | +42.5% | -21.3% | +63.9% | +78.0% |
| 1Y | +45.8% | -42.0% | +87.8% | +158.6% |
| 3Y | +104.7% | -27.9% | +132.6% | +164.7% |
| All | -23.0% | -11.2% | -11.8% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling