+28.1%
IYR vs TXG
+39.1%
-11.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.8% |
| 7D | -2.8% | +5.0% | -7.8% | -3.2% |
| 30D | -2.5% | +13.5% | -16.0% | -3.7% |
| 3M | -3.0% | +128.0% | -131.0% | -10.6% |
| 6M | +1.6% | +224.4% | -222.8% | -10.1% |
| YTD | +7.3% | +307.0% | -299.7% | -7.8% |
| 1Y | +5.6% | +427.2% | -421.6% | -12.7% |
| All | +28.1% | +39.1% | -11.0% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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