+25.4%
IP vs TXT
+116.5%
-91.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.3% | -3.1% |
| 7D | -5.0% | -2.5% | -2.4% | -3.7% |
| 30D | +6.5% | +12.8% | -6.3% | -0.4% |
| 3M | -18.0% | -3.6% | -14.4% | -16.8% |
| 6M | +10.3% | -6.9% | +17.3% | +14.0% |
| YTD | -9.9% | -2.2% | -7.7% | -9.8% |
| 1Y | -1.1% | +6.3% | -7.3% | -5.2% |
| 3Y | +13.0% | +10.3% | +2.7% | +3.6% |
| 5Y | -12.3% | +10.6% | -22.9% | -21.5% |
| All | +25.4% | +116.5% | -91.0% | -25.0% |
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