-33.0%
TSLL vs LEN
-30.4%
-2.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +17.8% | -5.8% | +23.6% | +18.7% |
| 30D | +8.2% | +13.7% | -5.5% | +5.4% |
| 3M | +20.9% | -3.9% | +24.7% | +21.8% |
| 6M | -37.5% | -0.4% | -37.1% | -38.0% |
| YTD | -44.5% | -16.8% | -27.7% | -43.6% |
| 1Y | -33.0% | -29.5% | -3.5% | -30.8% |
| All | -33.0% | -30.4% | -2.6% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling