+99.7%
TXN vs LEN
-21.9%
+121.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -1.5% |
| 7D | +1.0% | +10.5% | -9.4% | -1.0% |
| 30D | +6.1% | +24.6% | -18.5% | +1.1% |
| 3M | +10.4% | +6.6% | +3.7% | +8.9% |
| 6M | +12.6% | +10.6% | +1.9% | +9.4% |
| YTD | +83.5% | -8.3% | +91.8% | +86.4% |
| 1Y | +99.7% | -22.5% | +122.2% | +113.7% |
| All | +99.7% | -21.9% | +121.6% | +113.7% |
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