+419.8%
TXN vs LEN
+108.0%
+311.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.1% |
| 7D | +4.0% | -4.8% | +8.7% | +5.5% |
| 30D | -2.9% | -6.6% | +3.7% | -0.9% |
| 3M | -9.1% | -15.7% | +6.6% | -4.6% |
| 6M | +36.6% | -16.6% | +53.3% | +43.5% |
| YTD | +57.5% | -21.3% | +78.8% | +67.8% |
| 1Y | +49.5% | -42.0% | +91.6% | +74.9% |
| 3Y | +76.5% | -27.9% | +104.5% | +88.1% |
| 5Y | +62.4% | -10.7% | +73.1% | +58.1% |
| All | +419.8% | +108.0% | +311.8% | +278.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling