+9,589.6%
IRM vs TXT
+530.7%
+9,058.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.5% |
| 7D | -5.1% | -1.1% | -4.0% | -4.8% |
| 30D | -3.3% | +17.1% | -20.3% | -7.4% |
| 3M | -8.2% | -2.6% | -5.5% | -7.7% |
| 6M | -12.8% | -4.6% | -8.2% | -12.0% |
| YTD | +36.6% | -0.3% | +36.9% | +36.0% |
| 1Y | +11.9% | +5.9% | +6.0% | +9.6% |
| 3Y | +105.1% | +14.4% | +90.7% | +95.2% |
| 5Y | +182.4% | +15.9% | +166.5% | +165.8% |
| 10Y | +505.1% | +99.6% | +405.6% | +370.7% |
| All | +9,589.6% | +530.7% | +9,058.9% | +5,430.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling