+9.0%
IYR vs TXT
+4.6%
+4.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | +6.1% | +13.4% | -7.3% | +3.3% |
| 3M | +0.9% | -2.5% | +3.5% | +1.0% |
| 6M | +1.2% | -6.2% | +7.4% | +1.7% |
| YTD | +11.1% | -1.3% | +12.5% | +9.2% |
| 1Y | +9.0% | +4.3% | +4.6% | +4.2% |
| All | +9.0% | +4.6% | +4.4% | +4.2% |
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