+18.4%
IWM vs TXN
+90.9%
-72.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.3% |
| 7D | +1.4% | +9.5% | -8.0% | -0.5% |
| 30D | +2.3% | +8.7% | -6.4% | +0.6% |
| 3M | -8.3% | +11.6% | -19.9% | -10.3% |
| 6M | -1.3% | +0.1% | -1.4% | -2.2% |
| YTD | +13.5% | +78.8% | -65.3% | -2.6% |
| 1Y | +18.4% | +91.2% | -72.8% | -1.0% |
| All | +18.4% | +90.9% | -72.5% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling