+41.6%
TXN vs LEN
-37.1%
+78.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | -0.1% | -3.2% | +3.1% | +0.7% |
| 30D | -6.9% | -4.9% | -2.0% | -5.8% |
| 3M | -14.9% | -8.5% | -6.4% | -13.1% |
| 6M | +29.0% | -20.7% | +49.7% | +36.2% |
| YTD | +51.5% | -17.4% | +68.9% | +57.3% |
| 1Y | +41.6% | -38.2% | +79.8% | +57.5% |
| All | +41.6% | -37.1% | +78.7% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling