-97.6%
IRE vs TXT
+5.6%
-103.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +1.7% | -17.5% | -16.5% |
| 7D | -41.9% | -1.1% | -40.8% | -41.4% |
| 30D | -75.1% | +17.1% | -92.1% | -77.9% |
| 3M | -82.4% | -2.6% | -79.7% | -81.4% |
| 6M | -95.5% | -4.6% | -91.0% | -95.1% |
| YTD | -93.1% | -0.3% | -92.7% | -92.9% |
| 1Y | -97.8% | +5.9% | -103.7% | -97.8% |
| All | -97.6% | +5.6% | -103.2% | -97.6% |
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