+5.7%
IYR vs TXT
+13.4%
-7.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | -2.4% | -10.4% | +8.1% | +1.3% |
| 3M | -2.0% | -14.3% | +12.3% | +2.9% |
| 6M | +2.5% | -15.1% | +17.6% | +7.6% |
| YTD | +8.3% | -8.3% | +16.6% | +10.2% |
| 1Y | +6.5% | -0.7% | +7.2% | +4.9% |
| 3Y | +29.3% | +6.0% | +23.3% | +20.7% |
| 5Y | +5.7% | +12.5% | -6.8% | -6.3% |
| All | +5.7% | +13.4% | -7.7% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling