+66.9%
IYR vs TXT
+107.7%
-40.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | 0.0% |
| 7D | -1.4% | +2.5% | -3.8% | -2.2% |
| 30D | -2.7% | -8.9% | +6.2% | +0.4% |
| 3M | -2.1% | -13.6% | +11.4% | +2.4% |
| 6M | +3.6% | -13.1% | +16.7% | +7.9% |
| YTD | +8.1% | -7.0% | +15.2% | +9.7% |
| 1Y | +4.7% | -1.4% | +6.1% | +3.9% |
| 3Y | +29.1% | +7.0% | +22.2% | +22.2% |
| 5Y | +6.9% | +15.4% | -8.5% | -3.1% |
| All | +66.9% | +107.7% | -40.8% | +11.0% |
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 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