-94.6%
IRE vs TXT
-10.0%
-84.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -2.0% | +41.6% | +40.2% |
| 7D | -27.2% | -2.5% | -24.7% | -26.5% |
| 30D | -75.1% | +14.4% | -89.5% | -78.1% |
| 3M | -77.9% | -4.9% | -72.9% | -74.4% |
| 6M | -94.6% | -10.2% | -84.4% | -92.7% |
| All | -94.6% | -10.0% | -84.6% | -92.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling