+55.4%
IOT vs TXT
+10.9%
+44.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.5% |
| 7D | -4.5% | +2.5% | -7.0% | -6.0% |
| 30D | -2.4% | -8.9% | +6.4% | +3.0% |
| 3M | +19.0% | -13.6% | +32.5% | +28.5% |
| 6M | +19.6% | -13.1% | +32.7% | +26.6% |
| YTD | +8.3% | -7.0% | +15.3% | +7.2% |
| 1Y | -0.8% | -1.4% | +0.6% | -6.2% |
| 3Y | +24.4% | +7.0% | +17.5% | +3.6% |
| All | +55.4% | +10.9% | +44.5% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling