+67.8%
LEN vs TXG
+21.5%
+46.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.7% | -8.5% | -4.9% |
| 7D | -2.9% | +9.4% | -12.2% | -4.8% |
| 30D | -8.9% | +26.1% | -34.9% | -13.8% |
| 3M | -10.9% | +124.8% | -135.7% | -26.6% |
| 6M | -19.7% | +215.2% | -234.9% | -39.4% |
| YTD | -20.6% | +302.2% | -322.8% | -43.8% |
| 1Y | -42.4% | +370.9% | -413.3% | -61.5% |
| 3Y | -26.5% | +38.5% | -65.1% | -38.9% |
| 5Y | -10.9% | -64.4% | +53.4% | -5.8% |
| All | +67.8% | +21.5% | +46.3% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling