+293.8%
TRV vs LEN
+103.6%
+190.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | +1.3% |
| 7D | -1.5% | -7.8% | +6.3% | +0.2% |
| 30D | -1.8% | -11.0% | +9.2% | +0.5% |
| 3M | +21.6% | -12.8% | +34.4% | +24.6% |
| 6M | +22.5% | -20.2% | +42.7% | +27.5% |
| YTD | +28.1% | -23.0% | +51.2% | +33.9% |
| 1Y | +37.0% | -41.8% | +78.8% | +51.8% |
| 3Y | +141.9% | -28.8% | +170.7% | +148.8% |
| 5Y | +158.5% | -12.6% | +171.1% | +145.1% |
| All | +293.8% | +103.6% | +190.2% | +177.1% |
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 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