+11.5%
TSN vs LEN
-25.9%
+37.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.2% |
| 7D | -5.0% | -2.9% | -2.2% | -4.7% |
| 30D | -9.1% | -8.9% | -0.2% | -7.9% |
| 3M | -7.4% | -10.9% | +3.5% | -6.2% |
| 6M | -13.4% | -19.7% | +6.3% | -10.8% |
| YTD | -8.5% | -20.6% | +12.1% | -6.0% |
| 1Y | -3.2% | -42.4% | +39.2% | +5.2% |
| 3Y | +11.5% | -26.5% | +38.0% | +9.0% |
| All | +11.5% | -25.9% | +37.4% | +9.0% |
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 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