-2.2%
TSN vs LEN
-41.0%
+38.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.8% |
| 7D | +3.0% | -4.8% | +7.8% | +3.5% |
| 30D | -4.2% | -6.6% | +2.4% | -3.6% |
| 3M | -3.9% | -15.7% | +11.8% | -2.5% |
| 6M | -9.8% | -16.6% | +6.8% | -8.3% |
| YTD | -7.3% | -21.3% | +14.1% | -5.7% |
| 1Y | -2.2% | -42.0% | +39.8% | +7.3% |
| All | -2.2% | -41.0% | +38.7% | +7.3% |
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