+319.9%
IP vs TXT
+2,239.7%
-1,919.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.3% | -3.2% |
| 7D | -5.0% | -2.5% | -2.4% | -3.9% |
| 30D | +6.5% | +12.8% | -6.3% | +0.8% |
| 3M | -18.0% | -3.6% | -14.4% | -17.0% |
| 6M | +10.3% | -6.9% | +17.3% | +13.4% |
| YTD | -9.9% | -2.2% | -7.7% | -9.7% |
| 1Y | -1.1% | +6.3% | -7.3% | -4.3% |
| 3Y | +13.0% | +10.3% | +2.7% | +5.9% |
| 5Y | -12.3% | +10.6% | -22.9% | -19.1% |
| 10Y | +26.8% | +121.0% | -94.2% | -18.0% |
| All | +319.9% | +2,239.7% | -1,919.8% | -5.5% |
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