+521.8%
IRM vs TXT
+90.9%
+430.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.6% |
| 7D | +8.6% | -1.1% | +9.7% | +9.0% |
| 30D | 0.0% | +13.3% | -13.3% | -4.9% |
| 3M | -7.1% | -5.1% | -2.0% | -5.6% |
| 6M | -7.9% | -7.1% | -0.8% | -5.9% |
| YTD | +41.3% | -3.2% | +44.5% | +41.6% |
| 1Y | +20.7% | +2.3% | +18.4% | +18.5% |
| 3Y | +112.2% | +11.1% | +101.1% | +97.9% |
| 5Y | +191.2% | +10.0% | +181.2% | +167.8% |
| All | +521.8% | +90.9% | +430.8% | +314.8% |
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