+69.6%
IWM vs TXN
+125.3%
-55.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.5% |
| 7D | +1.4% | +9.5% | -8.0% | -1.4% |
| 30D | +2.3% | +8.7% | -6.4% | -0.5% |
| 3M | -8.3% | +11.6% | -19.9% | -11.6% |
| 6M | -1.3% | +0.1% | -1.4% | -2.6% |
| YTD | +13.5% | +78.8% | -65.3% | -9.8% |
| 1Y | +18.4% | +91.2% | -72.8% | -8.5% |
| 3Y | +69.6% | +125.8% | -56.2% | +4.5% |
| All | +69.6% | +125.3% | -55.7% | +4.5% |
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