+1,038.6%
TSN vs LEN
+10,606.4%
-9,567.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -1.4% | -5.8% | +4.3% | -0.4% |
| 30D | +8.5% | +13.7% | -5.2% | +5.8% |
| 3M | +5.3% | -3.9% | +9.2% | +5.5% |
| 6M | -10.5% | -0.4% | -10.1% | -11.2% |
| YTD | +3.0% | -16.8% | +19.8% | +5.0% |
| 1Y | +12.1% | -29.5% | +41.6% | +17.8% |
| 3Y | +43.1% | -25.6% | +68.7% | +46.4% |
| 5Y | -15.1% | -13.2% | -1.9% | -17.3% |
| 10Y | +14.8% | +138.5% | -123.7% | -12.3% |
| All | +1,038.6% | +10,606.4% | -9,567.8% | +330.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling