-98.0%
IRE vs TXT
+1.7%
-99.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.8% | -13.6% | -14.0% |
| 7D | -31.8% | +0.1% | -32.0% | -31.9% |
| 30D | -71.8% | +13.3% | -85.1% | -74.7% |
| 3M | -88.9% | -5.0% | -83.9% | -88.3% |
| 6M | -95.4% | -8.4% | -86.9% | -94.8% |
| YTD | -94.2% | -4.0% | -90.3% | -94.0% |
| 1Y | -97.1% | +2.8% | -99.9% | -97.0% |
| All | -98.0% | +1.7% | -99.7% | -98.0% |
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