+700.6%
IYR vs TXT
+260.5%
+440.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.2% | -4.8% | +3.5% | +0.4% |
| 30D | -2.9% | -10.6% | +7.8% | +0.9% |
| 3M | +0.8% | -13.2% | +14.0% | +5.4% |
| 6M | +1.9% | -20.3% | +22.2% | +9.4% |
| YTD | +9.6% | -9.3% | +18.9% | +12.2% |
| 1Y | +8.1% | -2.7% | +10.8% | +7.7% |
| 3Y | +29.2% | +1.4% | +27.8% | +24.8% |
| 5Y | +4.3% | +9.6% | -5.3% | -3.5% |
| 10Y | +64.7% | +94.9% | -30.2% | +13.6% |
| All | +700.6% | +260.5% | +440.1% | +244.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling