+394.4%
TXN vs IYR
+690.9%
-296.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.6% |
| 7D | +2.7% | -0.9% | +3.6% | +3.1% |
| 30D | -6.7% | -2.4% | -4.4% | -5.6% |
| 3M | -8.9% | -2.0% | -6.9% | -8.4% |
| 6M | +34.7% | +2.5% | +32.2% | +32.3% |
| YTD | +53.3% | +8.3% | +45.0% | +46.1% |
| 1Y | +45.0% | +6.5% | +38.6% | +39.4% |
| 3Y | +73.1% | +29.3% | +43.8% | +50.2% |
| 5Y | +59.9% | +5.7% | +54.2% | +53.8% |
| 10Y | +415.7% | +69.2% | +346.4% | +287.1% |
| All | +394.4% | +690.9% | -296.6% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling