+895.4%
TSN vs LEN
+10,533.4%
-9,638.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -6.3% | -3.2% | -3.1% | -5.8% |
| 30D | -10.8% | -4.9% | -5.9% | -10.1% |
| 3M | -8.8% | -8.5% | -0.3% | -7.6% |
| 6M | -16.8% | -20.7% | +3.8% | -13.8% |
| YTD | -10.0% | -17.4% | +7.4% | -7.7% |
| 1Y | -5.3% | -38.2% | +33.0% | +2.4% |
| 3Y | +8.5% | -24.9% | +33.4% | +11.1% |
| 5Y | -22.9% | -11.4% | -11.5% | -25.0% |
| 10Y | -12.6% | +110.0% | -122.7% | -31.5% |
| All | +895.4% | +10,533.4% | -9,638.0% | +278.5% |
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