+1,297.6%
TNA vs LEN
+1,598.5%
-300.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | +2.4% |
| 7D | +4.1% | -2.9% | +6.9% | +7.0% |
| 30D | -7.6% | -8.9% | +1.2% | +0.5% |
| 3M | +8.1% | -10.9% | +19.0% | +18.9% |
| 6M | +49.0% | -19.7% | +68.7% | +82.3% |
| YTD | +51.7% | -20.6% | +72.3% | +84.0% |
| 1Y | +59.6% | -42.4% | +102.0% | +160.7% |
| 3Y | +118.9% | -26.5% | +145.4% | +191.6% |
| 5Y | -19.2% | -10.9% | -8.2% | -2.6% |
| 10Y | +77.2% | +100.6% | -23.4% | +9.7% |
| All | +1,297.6% | +1,598.5% | -300.9% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling