+9.2%
IYR vs TXT
+2.5%
+6.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | -0.1% | -1.1% | +1.0% | +0.1% |
| 30D | +5.7% | +13.3% | -7.6% | +3.0% |
| 3M | -0.6% | -5.1% | +4.5% | 0.0% |
| 6M | +0.5% | -7.1% | +7.7% | +1.2% |
| YTD | +10.4% | -3.2% | +13.6% | +9.0% |
| 1Y | +9.2% | +2.3% | +6.9% | +5.0% |
| All | +9.2% | +2.5% | +6.7% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling