+75.6%
IVV vs TXT
+14.6%
+61.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -0.9% | -0.8% | -0.1% | -0.6% |
| 30D | -2.3% | +13.4% | -15.8% | -7.2% |
| 3M | -1.2% | -2.5% | +1.4% | -0.6% |
| 6M | +3.3% | -6.2% | +9.5% | +5.0% |
| YTD | +12.3% | -1.3% | +13.7% | +10.8% |
| 1Y | +12.5% | +4.3% | +8.2% | +8.2% |
| 3Y | +79.2% | +13.2% | +65.9% | +60.3% |
| 5Y | +75.6% | +12.4% | +63.3% | +52.5% |
| All | +75.6% | +14.6% | +61.1% | +52.5% |
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