+640.2%
TXN vs IVV
+754.4%
-114.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +1.5% |
| 7D | -0.5% | -0.9% | +0.4% | +1.1% |
| 30D | +10.5% | -2.3% | +12.8% | +14.4% |
| 3M | +10.7% | -1.2% | +11.9% | +12.9% |
| 6M | +5.1% | +3.3% | +1.8% | +2.2% |
| YTD | +82.5% | +12.3% | +70.1% | +60.0% |
| 1Y | +98.2% | +12.5% | +85.7% | +73.5% |
| 3Y | +128.4% | +79.2% | +49.2% | +14.0% |
| 5Y | +89.0% | +75.6% | +13.4% | -3.2% |
| 10Y | +481.5% | +313.4% | +168.1% | +4.3% |
| All | +640.2% | +754.4% | -114.2% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling