-56.8%
TSLL vs LEN
+13.8%
-70.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.1% | +11.8% | +10.2% |
| 7D | -21.2% | +2.1% | -23.3% | -22.5% |
| 30D | -13.3% | +16.6% | -29.9% | -21.2% |
| 3M | +15.4% | +5.3% | +10.1% | +10.0% |
| 6M | -34.2% | -0.8% | -33.5% | -35.9% |
| YTD | -52.9% | -11.7% | -41.2% | -51.6% |
| 1Y | -54.3% | -24.6% | -29.7% | -48.6% |
| 3Y | -18.4% | -18.7% | +0.3% | -21.4% |
| All | -56.8% | +13.8% | -70.6% | -68.8% |
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