+32.7%
IRM vs TXT
-1.0%
+33.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -0.5% | -4.8% | +4.3% | +1.5% |
| 30D | -8.1% | -10.6% | +2.5% | -3.9% |
| 3M | -9.7% | -13.2% | +3.5% | -4.9% |
| 6M | +10.0% | -20.3% | +30.3% | +18.9% |
| YTD | +43.0% | -9.3% | +52.3% | +46.5% |
| 1Y | +32.7% | -2.7% | +35.4% | +33.9% |
| All | +32.7% | -1.0% | +33.7% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling