-6.7%
IP vs TXT
+2.5%
-9.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.1% |
| 7D | -0.9% | -1.1% | +0.2% | -0.3% |
| 30D | +6.7% | +13.3% | -6.6% | -0.5% |
| 3M | -16.6% | -5.1% | -11.4% | -14.1% |
| 6M | +6.0% | -7.1% | +13.1% | +9.8% |
| YTD | -10.7% | -3.2% | -7.5% | -12.0% |
| 1Y | -6.7% | +2.3% | -9.0% | -15.0% |
| All | -6.7% | +2.5% | -9.2% | -15.0% |
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