+419.8%
TXN vs IYR
+69.7%
+350.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.3% |
| 7D | +4.0% | -1.4% | +5.3% | +5.0% |
| 30D | -2.9% | -2.7% | -0.2% | -1.1% |
| 3M | -9.1% | -2.1% | -7.0% | -8.5% |
| 6M | +36.6% | +3.6% | +33.0% | +32.3% |
| YTD | +57.5% | +8.1% | +49.3% | +47.7% |
| 1Y | +49.5% | +4.7% | +44.8% | +43.4% |
| 3Y | +76.5% | +29.1% | +47.4% | +45.7% |
| 5Y | +62.4% | +6.9% | +55.5% | +51.8% |
| All | +419.8% | +69.7% | +350.1% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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