+26.5%
IP vs TXT
+112.2%
-85.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.9% |
| 7D | -5.1% | -2.5% | -2.5% | -3.8% |
| 30D | +8.5% | +14.4% | -5.9% | +0.7% |
| 3M | -13.8% | -4.9% | -8.9% | -11.9% |
| 6M | +5.7% | -10.2% | +16.0% | +11.3% |
| YTD | -9.1% | -4.1% | -5.0% | -8.1% |
| 1Y | -0.8% | +4.0% | -4.8% | -3.9% |
| 3Y | +14.8% | +8.0% | +6.8% | +6.4% |
| 5Y | -11.5% | +8.4% | -20.0% | -20.1% |
| All | +26.5% | +112.2% | -85.7% | -23.6% |
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