+123.0%
TT vs LEN
-22.2%
+145.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.1% |
| 7D | 0.0% | -3.2% | +3.2% | +0.8% |
| 30D | -7.2% | -4.9% | -2.3% | -6.0% |
| 3M | -3.0% | -8.5% | +5.5% | -1.0% |
| 6M | +1.4% | -20.7% | +22.0% | +6.9% |
| YTD | +15.9% | -17.4% | +33.3% | +20.6% |
| 1Y | +9.4% | -38.2% | +47.7% | +22.0% |
| All | +123.0% | -22.2% | +145.1% | +88.4% |
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