+63.3%
IWM vs TXN
+71.2%
-7.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | -1.1% | +2.7% | -3.8% | -2.0% |
| 30D | -3.1% | -6.7% | +3.6% | -1.1% |
| 3M | +2.2% | -8.9% | +11.1% | +4.3% |
| 6M | +15.1% | +34.7% | -19.6% | +1.2% |
| YTD | +18.6% | +53.3% | -34.8% | -1.6% |
| 1Y | +24.0% | +45.0% | -21.1% | +4.9% |
| All | +63.3% | +71.2% | -7.9% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling