+20,427.4%
TXN vs LEN
+10,125.0%
+10,302.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +1.2% |
| 7D | +2.2% | -2.9% | +5.1% | +2.9% |
| 30D | -9.5% | -8.9% | -0.6% | -7.5% |
| 3M | -10.5% | -10.9% | +0.4% | -8.3% |
| 6M | +35.4% | -19.7% | +55.0% | +42.1% |
| YTD | +51.8% | -20.6% | +72.3% | +59.4% |
| 1Y | +42.9% | -42.4% | +85.4% | +62.3% |
| 3Y | +71.3% | -26.5% | +97.9% | +80.3% |
| 5Y | +58.0% | -10.9% | +69.0% | +56.2% |
| 10Y | +393.3% | +100.6% | +292.6% | +275.5% |
| All | +20,427.4% | +10,125.0% | +10,302.4% | +4,301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling