+306.5%
IVV vs TXT
+112.2%
+194.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.0% |
| 7D | -2.7% | -2.5% | -0.2% | -1.9% |
| 30D | -5.4% | +14.4% | -19.8% | -10.2% |
| 3M | -4.1% | -4.9% | +0.9% | -2.8% |
| 6M | +0.7% | -10.2% | +10.9% | +3.7% |
| YTD | +8.7% | -4.1% | +12.8% | +8.6% |
| 1Y | +11.0% | +4.0% | +7.0% | +7.5% |
| 3Y | +75.4% | +8.0% | +67.5% | +64.3% |
| 5Y | +68.3% | +8.4% | +59.9% | +54.7% |
| All | +306.5% | +112.2% | +194.4% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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