+143.5%
IWM vs TXN
+467.5%
-324.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.9% |
| 7D | +1.4% | +9.5% | -8.0% | -2.7% |
| 30D | +2.3% | +8.7% | -6.4% | -1.9% |
| 3M | -8.3% | +11.6% | -19.9% | -13.4% |
| 6M | -1.3% | +0.1% | -1.4% | -3.5% |
| YTD | +13.5% | +78.8% | -65.3% | -18.3% |
| 1Y | +18.4% | +91.2% | -72.8% | -17.8% |
| 3Y | +69.6% | +125.8% | -56.2% | +1.8% |
| 5Y | +23.3% | +83.8% | -60.5% | -18.5% |
| All | +143.5% | +467.5% | -324.0% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 10y: compounded portfolio wealth divided by compounded TXN 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…
10y analysis · Full analysis span regression · 6 months rolling