+65.6%
IWM vs TXG
+37.5%
+28.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.3% |
| 7D | +1.4% | +9.4% | -8.0% | -0.2% |
| 30D | -2.3% | +26.1% | -28.4% | -6.5% |
| 3M | +4.0% | +124.8% | -120.8% | -11.1% |
| 6M | +17.9% | +215.2% | -197.3% | -6.2% |
| YTD | +20.2% | +302.2% | -282.0% | -9.3% |
| 1Y | +25.0% | +370.9% | -346.0% | -9.9% |
| All | +65.6% | +37.5% | +28.1% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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