+517.3%
IRM vs TXT
+89.4%
+427.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +6.8% | +0.1% | +6.7% | +6.7% |
| 30D | +2.6% | +13.3% | -10.7% | -2.5% |
| 3M | -9.5% | -5.0% | -4.5% | -8.0% |
| 6M | -8.5% | -8.4% | -0.1% | -6.0% |
| YTD | +40.3% | -4.0% | +44.2% | +41.0% |
| 1Y | +28.7% | +2.8% | +25.9% | +26.0% |
| 3Y | +111.8% | +10.3% | +101.5% | +98.2% |
| 5Y | +189.1% | +9.2% | +179.9% | +166.7% |
| All | +517.3% | +89.4% | +427.8% | +313.1% |
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