+66.2%
LEN vs TXG
+27.0%
+39.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.5% |
| 7D | -4.8% | +9.5% | -14.2% | -6.7% |
| 30D | -6.6% | +18.8% | -25.3% | -10.3% |
| 3M | -15.7% | +136.1% | -151.8% | -31.3% |
| 6M | -16.6% | +235.2% | -251.9% | -38.0% |
| YTD | -21.3% | +320.5% | -341.9% | -44.9% |
| 1Y | -42.0% | +425.2% | -467.2% | -62.2% |
| 3Y | -27.9% | +42.9% | -70.8% | -40.4% |
| 5Y | -10.7% | -62.8% | +52.1% | -6.4% |
| All | +66.2% | +27.0% | +39.2% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling