+735.8%
IVV vs TXT
+244.3%
+491.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.9% |
| 7D | -4.8% | -2.5% | -2.2% | -4.0% |
| 30D | -5.9% | +12.8% | -18.8% | -9.6% |
| 3M | -4.5% | -3.6% | -0.9% | -3.9% |
| 6M | +1.8% | -6.9% | +8.8% | +3.3% |
| YTD | +8.4% | -2.2% | +10.5% | +7.7% |
| 1Y | +9.4% | +6.3% | +3.1% | +6.0% |
| 3Y | +75.3% | +10.3% | +65.0% | +65.8% |
| 5Y | +67.8% | +10.6% | +57.1% | +57.0% |
| 10Y | +314.2% | +121.0% | +193.2% | +196.0% |
| All | +735.8% | +244.3% | +491.5% | +280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling