+76.5%
TXN vs IJR
+52.1%
+24.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.3% |
| 7D | +4.0% | -2.2% | +6.1% | +6.2% |
| 30D | -2.9% | -4.6% | +1.7% | +1.7% |
| 3M | -9.1% | +0.2% | -9.3% | -9.1% |
| 6M | +36.6% | +14.7% | +21.9% | +20.7% |
| YTD | +57.5% | +18.9% | +38.6% | +34.2% |
| 1Y | +49.5% | +19.9% | +29.6% | +26.3% |
| 3Y | +76.5% | +53.0% | +23.5% | +17.5% |
| All | +76.5% | +52.1% | +24.5% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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