-48.9%
TSLL vs LEN
+10.7%
-59.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.0% |
| 7D | +0.5% | -6.4% | +6.8% | +3.7% |
| 30D | +2.7% | +15.6% | -13.0% | -6.3% |
| 3M | +26.3% | -0.8% | +27.0% | +24.3% |
| 6M | -37.2% | +0.4% | -37.5% | -39.2% |
| YTD | -44.2% | -14.1% | -30.1% | -42.0% |
| 1Y | -44.0% | -29.6% | -14.3% | -34.2% |
| 3Y | 0.0% | -23.1% | +23.2% | -0.2% |
| All | -48.9% | +10.7% | -59.6% | -62.5% |
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