+893.7%
TT vs LEN
+99.2%
+794.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.9% |
| 7D | +1.6% | -2.9% | +4.4% | +2.5% |
| 30D | -7.3% | -8.9% | +1.5% | -4.5% |
| 3M | -2.6% | -10.9% | +8.3% | +0.8% |
| 6M | +5.9% | -19.7% | +25.6% | +13.1% |
| YTD | +15.4% | -20.6% | +36.0% | +23.2% |
| 1Y | +8.2% | -42.4% | +50.7% | +28.1% |
| 3Y | +122.7% | -26.5% | +149.2% | +133.0% |
| 5Y | +145.0% | -10.9% | +155.9% | +133.0% |
| 10Y | +893.7% | +100.6% | +793.1% | +588.7% |
| All | +893.7% | +99.2% | +794.6% | +588.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling