+75.6%
ITOT vs TXT
+7.0%
+68.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.1% |
| 7D | -0.9% | +2.5% | -3.4% | -1.7% |
| 30D | -1.5% | -8.9% | +7.4% | +1.5% |
| 3M | +3.6% | -13.6% | +17.1% | +8.2% |
| 6M | +13.7% | -13.1% | +26.8% | +18.2% |
| YTD | +12.9% | -7.0% | +19.9% | +14.0% |
| 1Y | +17.2% | -1.4% | +18.6% | +15.4% |
| 3Y | +75.6% | +7.0% | +68.7% | +62.7% |
| All | +75.6% | +7.0% | +68.6% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling