+140.0%
TRV vs LEN
-28.8%
+168.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | +0.9% |
| 7D | -1.5% | -7.8% | +6.3% | -0.6% |
| 30D | -1.8% | -11.0% | +9.2% | -0.6% |
| 3M | +21.6% | -12.8% | +34.4% | +23.2% |
| 6M | +22.5% | -20.2% | +42.7% | +25.2% |
| YTD | +28.1% | -23.0% | +51.2% | +31.1% |
| 1Y | +37.0% | -41.8% | +78.8% | +45.2% |
| All | +140.0% | -28.8% | +168.9% | +147.4% |
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