+10,331.5%
LEN vs TXT
+2,070.1%
+8,261.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -3.2% | -4.8% | +1.6% | -0.9% |
| 30D | -4.9% | -10.6% | +5.7% | +0.2% |
| 3M | -8.5% | -13.2% | +4.7% | -2.5% |
| 6M | -20.7% | -20.3% | -0.3% | -12.0% |
| YTD | -17.4% | -9.3% | -8.2% | -14.1% |
| 1Y | -38.2% | -2.7% | -35.6% | -37.9% |
| 3Y | -24.9% | +1.4% | -26.3% | -27.1% |
| 5Y | -11.4% | +9.6% | -21.0% | -18.0% |
| 10Y | +110.0% | +94.9% | +15.1% | +35.4% |
| All | +10,331.5% | +2,070.1% | +8,261.5% | +2,961.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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