+158.5%
TRV vs LEN
-13.7%
+172.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +31.2% |
| 1Y | +37.0% | -41.8% | +78.8% | +44.9% |
| 3Y | +141.9% | -28.8% | +170.7% | +146.3% |
| 5Y | +158.5% | -12.6% | +171.1% | +151.5% |
| All | +158.5% | -13.7% | +172.2% | +151.5% |
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