+469.9%
TXN vs IVV
+306.5%
+163.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 7D | -3.8% | -0.6% | -3.2% | -2.7% |
| 30D | +6.4% | -3.7% | +10.1% | +11.9% |
| 3M | +7.7% | -2.7% | +10.4% | +11.9% |
| 6M | +5.5% | +2.2% | +3.2% | +4.0% |
| YTD | +77.0% | +10.9% | +66.1% | +58.3% |
| 1Y | +91.2% | +11.3% | +79.9% | +70.3% |
| 3Y | +121.5% | +76.9% | +44.6% | +15.3% |
| 5Y | +84.9% | +73.5% | +11.4% | -0.9% |
| 10Y | +469.9% | +307.4% | +162.5% | +5.2% |
| All | +469.9% | +306.5% | +163.3% | +5.2% |
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