+11,404.3%
LEN vs TXT
+2,244.6%
+9,159.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.1% |
| 7D | +0.6% | -3.5% | +4.1% | +2.3% |
| 30D | +19.4% | +15.2% | +4.2% | +11.3% |
| 3M | +4.5% | -4.5% | +9.0% | +6.3% |
| 6M | +4.9% | -6.1% | +11.0% | +7.3% |
| YTD | -8.9% | -2.0% | -7.0% | -9.0% |
| 1Y | -23.0% | +4.2% | -27.2% | -25.2% |
| 3Y | -16.7% | +14.4% | -31.1% | -23.9% |
| 5Y | -4.5% | +12.3% | -16.8% | -12.8% |
| 10Y | +162.2% | +101.8% | +60.3% | +66.0% |
| All | +11,404.3% | +2,244.6% | +9,159.7% | +3,143.1% |
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