-0.8%
IOT vs TXT
0.0%
-0.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | +0.1% |
| 7D | -4.5% | +2.5% | -7.0% | -4.3% |
| 30D | -2.4% | -8.9% | +6.4% | -3.4% |
| 3M | +19.0% | -13.6% | +32.5% | +17.3% |
| 6M | +19.6% | -13.1% | +32.7% | +18.7% |
| YTD | +8.3% | -7.0% | +15.3% | +1.3% |
| 1Y | -0.8% | -1.4% | +0.6% | -12.7% |
| All | -0.8% | 0.0% | -0.8% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling