+181.6%
IRM vs TXT
+13.0%
+168.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.8% | +3.1% |
| 7D | -3.8% | -3.5% | -0.2% | -2.2% |
| 30D | -3.2% | +15.2% | -18.4% | -9.2% |
| 3M | -7.8% | -4.5% | -3.3% | -6.2% |
| 6M | -12.7% | -6.1% | -6.6% | -10.9% |
| YTD | +36.7% | -2.0% | +38.7% | +36.1% |
| 1Y | +10.0% | +4.2% | +5.8% | +6.6% |
| 3Y | +107.2% | +14.4% | +92.8% | +85.5% |
| 5Y | +181.6% | +12.3% | +169.2% | +144.4% |
| All | +181.6% | +13.0% | +168.6% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling