-1.1%
IP vs TXT
+7.4%
-8.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.6% |
| 3M | -18.0% | -3.6% | -14.4% | -16.2% |
| 6M | +10.3% | -6.9% | +17.3% | +14.3% |
| YTD | -9.9% | -2.2% | -7.7% | -12.2% |
| 1Y | -1.1% | +6.3% | -7.3% | -16.0% |
| All | -1.1% | +7.4% | -8.4% | -16.0% |
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 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