+83.1%
IVV vs TXT
+10.4%
+72.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | -4.8% | +4.9% | +2.0% |
| 30D | +0.1% | -10.6% | +10.7% | +4.4% |
| 3M | +2.0% | -13.2% | +15.2% | +7.2% |
| 6M | +13.0% | -20.3% | +33.4% | +22.6% |
| YTD | +13.6% | -9.3% | +22.8% | +16.1% |
| 1Y | +20.1% | -2.7% | +22.8% | +18.8% |
| 3Y | +77.6% | +1.4% | +76.2% | +67.0% |
| All | +83.1% | +10.4% | +72.7% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling