-29.5%
LEN vs TXG
+39.1%
-68.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.2% | -3.3% |
| 7D | -7.8% | +5.0% | -12.8% | -8.5% |
| 30D | -11.0% | +13.5% | -24.5% | -13.0% |
| 3M | -12.8% | +128.0% | -140.8% | -24.9% |
| 6M | -20.2% | +224.4% | -244.6% | -35.8% |
| YTD | -23.0% | +307.0% | -330.0% | -40.8% |
| 1Y | -41.8% | +427.2% | -469.1% | -57.9% |
| All | -29.5% | +39.1% | -68.6% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling