+468.5%
TXN vs IVV
+309.2%
+159.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.3% |
| 7D | +9.5% | +2.6% | +6.9% | +6.3% |
| 30D | +8.7% | -2.0% | +10.7% | +12.0% |
| 3M | +11.6% | -2.8% | +14.3% | +16.1% |
| 6M | +0.1% | +2.2% | -2.1% | -1.3% |
| YTD | +78.8% | +11.5% | +67.3% | +58.8% |
| 1Y | +91.2% | +13.5% | +77.7% | +66.4% |
| 3Y | +125.8% | +78.1% | +47.7% | +16.6% |
| 5Y | +83.8% | +73.1% | +10.7% | -1.3% |
| All | +468.5% | +309.2% | +159.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 10y: compounded portfolio wealth divided by compounded IVV 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…
10y analysis · Full analysis span regression · 6 months rolling