+191.0%
IRM vs TXT
+12.6%
+178.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| 3M | -5.4% | -13.0% | +7.6% | +0.2% |
| 6M | +12.0% | -16.2% | +28.2% | +20.5% |
| YTD | +42.0% | -8.7% | +50.8% | +46.4% |
| 1Y | +29.9% | -3.8% | +33.6% | +30.5% |
| 3Y | +104.4% | +5.5% | +98.8% | +90.1% |
| 5Y | +191.0% | +12.3% | +178.7% | +153.9% |
| All | +191.0% | +12.6% | +178.4% | +153.9% |
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