+75.4%
IVV vs TXT
+7.8%
+67.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.9% |
| 7D | -2.7% | -2.5% | -0.2% | -2.0% |
| 30D | -5.4% | +14.4% | -19.8% | -9.2% |
| 3M | -4.1% | -4.9% | +0.9% | -2.8% |
| 6M | +0.7% | -10.2% | +10.9% | +3.5% |
| YTD | +8.7% | -4.1% | +12.8% | +8.4% |
| 1Y | +11.0% | +4.0% | +7.0% | +7.3% |
| 3Y | +75.4% | +8.0% | +67.5% | +61.8% |
| All | +75.4% | +7.8% | +67.6% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling