+808.3%
IWM vs TXN
+530.3%
+278.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -1.3% | -6.9% | +5.7% | +1.4% |
| 3M | +1.6% | -14.9% | +16.5% | +6.9% |
| 6M | +13.6% | +29.0% | -15.4% | +0.6% |
| YTD | +20.8% | +51.5% | -30.7% | -0.2% |
| 1Y | +26.4% | +41.6% | -15.1% | +7.0% |
| 3Y | +60.7% | +65.8% | -5.1% | +24.5% |
| 5Y | +38.2% | +56.8% | -18.6% | +8.7% |
| 10Y | +169.5% | +387.5% | -218.0% | +37.5% |
| All | +808.3% | +530.3% | +278.0% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling