+707.1%
IYR vs TXT
+281.5%
+425.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +6.6% | +13.3% | -6.8% | +1.7% |
| 3M | -1.8% | -5.0% | +3.1% | -0.5% |
| 6M | +1.4% | -8.4% | +9.9% | +3.7% |
| YTD | +10.5% | -4.0% | +14.5% | +10.6% |
| 1Y | +10.6% | +2.8% | +7.8% | +8.0% |
| 3Y | +41.8% | +10.3% | +31.5% | +32.7% |
| 5Y | +6.0% | +9.2% | -3.1% | -1.9% |
| 10Y | +86.7% | +89.6% | -2.9% | +29.9% |
| All | +707.1% | +281.5% | +425.7% | +239.7% |
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