+540.6%
TXN vs IJR
+1,119.4%
-578.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.2% |
| 7D | +2.0% | -2.3% | +4.3% | +4.2% |
| 30D | -8.0% | -4.7% | -3.3% | -3.7% |
| 3M | -7.8% | +2.1% | -9.9% | -9.4% |
| 6M | +32.4% | +13.9% | +18.6% | +17.8% |
| YTD | +51.7% | +18.2% | +33.5% | +30.1% |
| 1Y | +44.3% | +21.8% | +22.5% | +20.2% |
| 3Y | +71.3% | +52.2% | +19.1% | +15.3% |
| 5Y | +56.4% | +40.1% | +16.3% | +12.6% |
| 10Y | +410.2% | +169.7% | +240.6% | +83.4% |
| All | +540.6% | +1,119.4% | -578.8% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling