+1,395.9%
IBKR vs TXT
+65.6%
+1,330.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | -0.3% | -10.2% | +9.9% | +3.2% |
| 3M | +4.8% | -13.3% | +18.0% | +9.5% |
| 6M | +30.8% | -14.4% | +45.1% | +37.0% |
| YTD | +39.5% | -9.1% | +48.6% | +42.9% |
| 1Y | +43.7% | -2.2% | +45.8% | +43.6% |
| 3Y | +284.7% | +5.1% | +279.6% | +270.9% |
| 5Y | +484.9% | +12.8% | +472.1% | +448.0% |
| 10Y | +980.8% | +101.4% | +879.4% | +702.3% |
| All | +1,395.9% | +65.6% | +1,330.3% | +1,094.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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