+45.7%
TSN vs LEN
-23.4%
+69.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.3% | -6.4% | +6.1% | +0.6% |
| 30D | +11.8% | +15.6% | -3.9% | +9.4% |
| 3M | +7.1% | -0.8% | +7.8% | +6.9% |
| 6M | -9.2% | +0.4% | -9.5% | -9.8% |
| YTD | +4.8% | -14.1% | +18.9% | +6.2% |
| 1Y | +11.6% | -29.6% | +41.3% | +17.3% |
| All | +45.7% | -23.4% | +69.1% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling