+172.6%
TTMI vs LEN
-37.1%
+209.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.9% | +9.1% |
| 7D | +5.9% | -3.2% | +9.0% | +6.7% |
| 30D | -4.3% | -4.9% | +0.6% | -3.2% |
| 3M | -32.0% | -8.5% | -23.6% | -30.4% |
| 6M | +19.5% | -20.7% | +40.1% | +23.8% |
| YTD | +82.0% | -17.4% | +99.4% | +89.3% |
| 1Y | +172.6% | -38.2% | +210.9% | +180.7% |
| All | +172.6% | -37.1% | +209.7% | +180.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling