-83.7%
IRE vs TXT
-3.9%
-79.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.4% | +14.4% | +14.3% |
| 7D | +54.8% | -4.8% | +59.6% | +61.7% |
| 30D | +18.4% | -10.6% | +29.0% | +32.3% |
| 3M | -66.7% | -13.2% | -53.6% | -61.1% |
| 6M | -52.3% | -20.3% | -32.0% | -45.4% |
| YTD | -52.3% | -9.3% | -43.1% | -47.9% |
| All | -83.7% | -3.9% | -79.8% | -82.3% |
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