-97.1%
IRE vs TXT
+1.6%
-98.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -2.0% | +41.6% | +40.5% |
| 7D | -27.2% | -2.5% | -24.7% | -26.3% |
| 30D | -75.1% | +14.4% | -89.5% | -77.9% |
| 3M | -77.9% | -4.9% | -72.9% | -76.5% |
| 6M | -94.6% | -10.2% | -84.4% | -93.8% |
| YTD | -91.5% | -4.1% | -87.4% | -91.2% |
| 1Y | -97.8% | +4.0% | -101.8% | -97.8% |
| All | -97.1% | +1.6% | -98.7% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling