+423.6%
IRM vs TXT
+103.1%
+320.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -7.8% | -10.2% | +2.5% | -3.9% |
| 3M | -7.9% | -13.3% | +5.4% | -3.1% |
| 6M | +6.3% | -14.4% | +20.7% | +12.4% |
| YTD | +38.2% | -9.1% | +47.3% | +42.3% |
| 1Y | +19.8% | -2.2% | +22.0% | +19.9% |
| 3Y | +98.8% | +5.1% | +93.7% | +90.1% |
| 5Y | +191.8% | +12.8% | +179.0% | +167.4% |
| All | +423.6% | +103.1% | +320.5% | +244.7% |
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 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