+24.2%
IRM vs TXT
-3.4%
+27.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | -4.2% | -11.1% | +6.9% | +0.6% |
| 3M | -5.4% | -13.0% | +7.6% | -0.1% |
| 6M | +12.0% | -16.2% | +28.2% | +19.5% |
| YTD | +42.0% | -8.7% | +50.8% | +44.2% |
| All | +24.2% | -3.4% | +27.6% | +19.2% |
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