+22.9%
IP vs TXT
+94.9%
-72.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | -5.3% | -4.8% | -0.5% | -2.7% |
| 30D | -10.9% | -10.6% | -0.2% | -5.4% |
| 3M | +11.2% | -13.2% | +24.3% | +19.6% |
| 6M | -10.2% | -20.3% | +10.1% | +0.7% |
| YTD | -2.0% | -9.3% | +7.3% | +2.5% |
| 1Y | -19.1% | -2.7% | -16.4% | -18.6% |
| 3Y | +20.9% | +1.4% | +19.5% | +16.1% |
| 5Y | -17.8% | +9.6% | -27.4% | -25.9% |
| All | +22.9% | +94.9% | -72.0% | -23.3% |
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 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