+166.9%
IWM vs TXT
+98.4%
+68.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -2.3% | -11.1% | +8.8% | +3.4% |
| 3M | +4.0% | -13.0% | +16.9% | +10.6% |
| 6M | +17.9% | -16.2% | +34.1% | +27.4% |
| YTD | +20.2% | -8.7% | +28.9% | +23.9% |
| 1Y | +25.0% | -3.8% | +28.7% | +25.3% |
| 3Y | +66.0% | +5.5% | +60.5% | +56.8% |
| 5Y | +40.0% | +12.3% | +27.8% | +26.6% |
| 10Y | +166.9% | +97.4% | +69.5% | +69.5% |
| All | +166.9% | +98.4% | +68.4% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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