-97.3%
IRE vs TXT
+4.5%
-101.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.0% | +13.1% | +12.5% |
| 7D | -15.1% | -0.8% | -14.3% | -14.7% |
| 30D | -71.4% | +13.4% | -84.8% | -74.0% |
| 3M | -81.2% | -2.5% | -78.6% | -80.3% |
| 6M | -93.7% | -6.2% | -87.5% | -93.1% |
| YTD | -92.2% | -1.3% | -90.9% | -92.0% |
| 1Y | -97.3% | +4.3% | -101.6% | -97.2% |
| All | -97.3% | +4.5% | -101.8% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling