-55.4%
TSLL vs LEN
+6.5%
-61.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.8% | -11.3% |
| 7D | +1.9% | -3.2% | +5.1% | +3.8% |
| 30D | +17.8% | -4.9% | +22.7% | +21.2% |
| 3M | -37.0% | -8.5% | -28.5% | -34.3% |
| 6M | -37.7% | -20.7% | -17.0% | -29.5% |
| YTD | -51.4% | -17.4% | -34.0% | -47.2% |
| 1Y | -23.4% | -38.2% | +14.9% | -0.9% |
| 3Y | -30.8% | -24.9% | -5.9% | -29.1% |
| All | -55.4% | +6.5% | -61.9% | -65.8% |
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 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