+49.5%
TXN vs IGV
-10.1%
+59.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.8% |
| 7D | +4.0% | -2.9% | +6.9% | +3.7% |
| 30D | -2.9% | -1.5% | -1.3% | -2.9% |
| 3M | -9.1% | +11.7% | -20.8% | -7.0% |
| 6M | +36.6% | +18.4% | +18.2% | +40.0% |
| YTD | +57.5% | -3.9% | +61.4% | +77.2% |
| 1Y | +49.5% | -9.7% | +59.2% | +76.4% |
| All | +49.5% | -10.1% | +59.7% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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