+337.2%
IP vs TXT
+2,278.7%
-1,941.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.1% |
| 7D | +3.4% | +10.6% | -7.2% | -1.3% |
| 30D | +11.2% | +14.4% | -3.2% | +4.6% |
| 3M | -14.8% | -2.7% | -12.0% | -14.0% |
| 6M | +17.3% | -4.7% | +22.0% | +19.3% |
| YTD | -6.2% | -0.5% | -5.6% | -6.7% |
| 1Y | +2.3% | +8.7% | -6.4% | -2.1% |
| 3Y | +17.7% | +12.1% | +5.6% | +9.4% |
| 5Y | -8.4% | +14.6% | -23.0% | -16.8% |
| 10Y | +32.1% | +124.7% | -92.6% | -15.3% |
| All | +337.2% | +2,278.7% | -1,941.5% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling