+70.1%
TXN vs LEN
-28.8%
+98.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.5% | +0.1% |
| 7D | +2.0% | -7.8% | +9.7% | +4.6% |
| 30D | -8.0% | -11.0% | +3.1% | -4.6% |
| 3M | -7.8% | -12.8% | +5.0% | -4.2% |
| 6M | +32.4% | -20.2% | +52.6% | +41.3% |
| YTD | +51.7% | -23.0% | +74.7% | +62.9% |
| 1Y | +44.3% | -41.8% | +86.1% | +70.3% |
| All | +70.1% | -28.8% | +98.9% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling