+30.8%
IYR vs TXT
+5.7%
+25.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -2.5% | -11.1% | +8.5% | +0.6% |
| 3M | +1.5% | -13.0% | +14.4% | +5.1% |
| 6M | +3.9% | -16.2% | +20.1% | +8.5% |
| YTD | +9.5% | -8.7% | +18.2% | +11.1% |
| 1Y | +7.5% | -3.8% | +11.2% | +7.0% |
| 3Y | +30.8% | +5.5% | +25.3% | +19.8% |
| All | +30.8% | +5.7% | +25.1% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling