+23.8%
IWM vs TXT
+8.5%
+15.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +2.3% | +13.3% | -11.1% | -4.8% |
| 3M | -8.3% | -5.0% | -3.4% | -6.4% |
| 6M | -1.3% | -8.4% | +7.1% | +2.1% |
| YTD | +13.5% | -4.0% | +17.5% | +13.2% |
| 1Y | +18.4% | +2.8% | +15.6% | +13.4% |
| 3Y | +69.6% | +10.3% | +59.3% | +51.8% |
| All | +23.8% | +8.5% | +15.2% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling