+10,744.8%
LEN vs TXT
+2,259.2%
+8,485.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -6.4% | -0.8% | -5.5% | -6.0% |
| 30D | +15.6% | +13.4% | +2.2% | +8.6% |
| 3M | -0.8% | -2.5% | +1.8% | 0.0% |
| 6M | +0.4% | -6.2% | +6.6% | +2.6% |
| YTD | -14.1% | -1.3% | -12.8% | -14.5% |
| 1Y | -29.6% | +4.3% | -34.0% | -31.8% |
| 3Y | -23.1% | +13.2% | -36.4% | -29.5% |
| 5Y | -8.9% | +12.4% | -21.3% | -16.9% |
| 10Y | +146.2% | +94.8% | +51.5% | +58.4% |
| All | +10,744.8% | +2,259.2% | +8,485.6% | +2,946.6% |
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