+87.7%
IYR vs TXT
+98.8%
-11.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | +6.1% | +13.4% | -7.3% | +1.4% |
| 3M | +0.9% | -2.5% | +3.5% | +1.5% |
| 6M | +1.2% | -6.2% | +7.4% | +2.6% |
| YTD | +11.1% | -1.3% | +12.5% | +10.1% |
| 1Y | +9.0% | +4.3% | +4.6% | +5.9% |
| 3Y | +41.4% | +13.2% | +28.2% | +30.8% |
| 5Y | +6.7% | +12.4% | -5.7% | -2.7% |
| 10Y | +87.7% | +94.8% | -7.1% | +25.6% |
| All | +87.7% | +98.8% | -11.1% | +25.6% |
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