-97.7%
IRE vs TXT
+9.2%
-106.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -1.3% | -22.0% | -22.6% |
| 7D | -46.8% | +10.6% | -57.5% | -50.6% |
| 30D | -75.5% | +14.4% | -89.9% | -78.0% |
| 3M | -79.4% | -2.7% | -76.7% | -78.2% |
| 6M | -91.3% | -4.7% | -86.6% | -90.3% |
| YTD | -90.8% | -0.5% | -90.3% | -91.3% |
| 1Y | -97.7% | +8.7% | -106.5% | -98.3% |
| All | -97.7% | +9.2% | -106.9% | -98.3% |
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