+234.9%
TPR vs LEN
-13.2%
+248.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | -5.8% | +5.5% | +2.3% |
| 30D | +15.1% | +13.7% | +1.4% | +8.0% |
| 3M | +3.5% | -3.9% | +7.4% | +4.3% |
| 6M | +0.4% | -0.4% | +0.8% | -1.7% |
| YTD | +4.6% | -16.8% | +21.4% | +10.5% |
| 1Y | +33.1% | -29.5% | +62.6% | +51.3% |
| 3Y | +396.0% | -25.6% | +421.6% | +409.6% |
| All | +234.9% | -13.2% | +248.1% | +178.1% |
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