-97.2%
IRE vs TXT
+3.8%
-101.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.5% |
| 7D | -15.5% | -3.5% | -12.0% | -13.7% |
| 30D | -70.4% | +15.2% | -85.6% | -73.6% |
| 3M | -81.6% | -4.5% | -77.1% | -80.4% |
| 6M | -94.7% | -6.1% | -88.6% | -94.1% |
| YTD | -91.8% | -2.0% | -89.8% | -91.5% |
| 1Y | -97.6% | +4.2% | -101.8% | -97.5% |
| All | -97.2% | +3.8% | -101.0% | -97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling