+14,178.8%
TT vs LEN
+11,263.3%
+2,915.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +3.3% |
| 7D | -2.0% | +2.1% | -4.1% | -2.8% |
| 30D | -14.0% | +16.6% | -30.6% | -18.3% |
| 3M | -15.9% | +5.3% | -21.2% | -18.1% |
| 6M | -17.3% | -0.8% | -16.6% | -18.4% |
| YTD | +4.0% | -11.7% | +15.7% | +5.6% |
| 1Y | -7.1% | -24.6% | +17.5% | -1.5% |
| 3Y | +90.2% | -18.7% | +108.9% | +92.0% |
| 5Y | +131.1% | -4.4% | +135.5% | +119.5% |
| 10Y | +777.7% | +152.2% | +625.5% | +490.4% |
| All | +14,178.8% | +11,263.3% | +2,915.5% | +2,773.1% |
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