+10.7%
TTMI vs LEN
-21.9%
+32.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +7.1% | -17.2% | -10.0% |
| 7D | -19.2% | +10.5% | -29.6% | -19.4% |
| 30D | -44.9% | +24.6% | -69.5% | -46.4% |
| 3M | -44.7% | +6.6% | -51.4% | -44.0% |
| 6M | -53.4% | +10.6% | -64.0% | -54.0% |
| YTD | +6.3% | -8.3% | +14.7% | +12.2% |
| 1Y | +10.7% | -22.5% | +33.2% | +16.8% |
| All | +10.7% | -21.9% | +32.6% | +16.8% |
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 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