+91.5%
TT vs LEN
-25.9%
+117.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | +4.0% | -5.8% | +9.8% | +5.2% |
| 30D | -11.3% | +13.7% | -25.0% | -14.2% |
| 3M | -12.3% | -3.9% | -8.4% | -12.0% |
| 6M | -10.8% | -0.4% | -10.5% | -11.5% |
| YTD | +8.2% | -16.8% | +25.0% | +11.3% |
| 1Y | +1.5% | -29.5% | +31.0% | +7.8% |
| 3Y | +91.5% | -25.6% | +117.1% | +85.8% |
| All | +91.5% | -25.9% | +117.3% | +85.8% |
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