+514.5%
TXN vs IVV
+764.0%
-249.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -6.9% | +0.1% | -7.0% | -7.0% |
| 3M | -14.9% | +2.0% | -16.9% | -16.4% |
| 6M | +29.0% | +13.0% | +16.0% | +11.8% |
| YTD | +51.5% | +13.6% | +37.9% | +30.3% |
| 1Y | +41.6% | +20.1% | +21.5% | +13.6% |
| 3Y | +65.8% | +77.6% | -11.8% | -16.8% |
| 5Y | +56.8% | +82.5% | -25.7% | -23.8% |
| 10Y | +387.5% | +316.5% | +70.9% | -13.8% |
| All | +514.5% | +764.0% | -249.6% | -49.7% |
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