-38.2%
LEN vs TXG
+372.5%
-410.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -3.2% | +1.8% | -5.0% | -3.4% |
| 30D | -4.9% | +32.0% | -36.9% | -8.5% |
| 3M | -8.5% | +87.0% | -95.5% | -16.4% |
| 6M | -20.7% | +180.1% | -200.7% | -31.3% |
| YTD | -17.4% | +284.1% | -301.5% | -30.5% |
| 1Y | -38.2% | +361.7% | -399.9% | -49.1% |
| All | -38.2% | +372.5% | -410.7% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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