-6.8%
TSN vs LEN
+108.0%
-114.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | +3.0% | -4.8% | +7.8% | +4.0% |
| 30D | -4.2% | -6.6% | +2.4% | -3.0% |
| 3M | -3.9% | -15.7% | +11.8% | -1.0% |
| 6M | -9.8% | -16.6% | +6.8% | -7.3% |
| YTD | -7.3% | -21.3% | +14.1% | -3.8% |
| 1Y | -2.2% | -42.0% | +39.8% | +7.8% |
| 3Y | +11.9% | -27.9% | +39.8% | +15.3% |
| 5Y | -16.9% | -10.7% | -6.2% | -20.4% |
| All | -6.8% | +108.0% | -114.8% | -27.0% |
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