+32.4%
IYR vs TXG
+21.5%
+11.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.6% |
| 7D | -0.4% | +9.4% | -9.8% | -1.4% |
| 30D | -2.5% | +26.1% | -28.6% | -5.3% |
| 3M | +1.5% | +124.8% | -123.4% | -8.6% |
| 6M | +3.9% | +215.2% | -211.4% | -10.9% |
| YTD | +9.5% | +302.2% | -292.7% | -9.3% |
| 1Y | +7.5% | +370.9% | -363.5% | -13.7% |
| 3Y | +30.8% | +38.5% | -7.7% | +18.1% |
| 5Y | +4.8% | -64.4% | +69.2% | +3.8% |
| All | +32.4% | +21.5% | +11.0% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling