+808.3%
IWM vs TXT
+216.9%
+591.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | -4.8% | +4.9% | +1.9% |
| 30D | -1.3% | -10.6% | +9.4% | +2.9% |
| 3M | +1.6% | -13.2% | +14.8% | +6.7% |
| 6M | +13.6% | -20.3% | +33.9% | +23.0% |
| YTD | +20.8% | -9.3% | +30.0% | +24.1% |
| 1Y | +26.4% | -2.7% | +29.1% | +26.4% |
| 3Y | +60.7% | +1.4% | +59.3% | +57.2% |
| 5Y | +38.2% | +9.6% | +28.6% | +30.6% |
| 10Y | +169.5% | +94.9% | +74.6% | +95.4% |
| All | +808.3% | +216.9% | +591.4% | +308.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling