-51.7%
TSLL vs LEN
+11.1%
-62.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +3.6% |
| 7D | -11.0% | +0.7% | -11.7% | -11.8% |
| 30D | -5.3% | +13.0% | -18.3% | -12.5% |
| 3M | +20.8% | +1.9% | +18.9% | +17.1% |
| 6M | -36.0% | -0.7% | -35.3% | -37.7% |
| YTD | -47.3% | -13.8% | -33.5% | -45.2% |
| 1Y | -48.4% | -28.1% | -20.4% | -40.3% |
| 3Y | -5.4% | -22.8% | +17.4% | -5.8% |
| All | -51.7% | +11.1% | -62.8% | -64.6% |
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