+1,054.0%
IJH vs TXT
+224.7%
+829.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | 0.0% |
| 7D | -1.9% | +2.5% | -4.3% | -2.7% |
| 30D | -4.6% | -8.9% | +4.2% | -1.5% |
| 3M | -1.2% | -13.6% | +12.4% | +3.7% |
| 6M | +9.4% | -13.1% | +22.5% | +14.3% |
| YTD | +13.3% | -7.0% | +20.3% | +15.3% |
| 1Y | +13.4% | -1.4% | +14.8% | +12.9% |
| 3Y | +50.4% | +7.0% | +43.5% | +44.3% |
| 5Y | +49.0% | +15.4% | +33.5% | +38.4% |
| 10Y | +182.6% | +106.1% | +76.5% | +105.0% |
| All | +1,054.0% | +224.7% | +829.3% | +420.3% |
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