+893.6%
ITOT vs TXT
+219.8%
+673.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -0.4% | +0.8% | -1.2% | -0.6% |
| 30D | -1.6% | -10.4% | +8.9% | +1.7% |
| 3M | +3.5% | -14.3% | +17.9% | +8.2% |
| 6M | +13.1% | -15.1% | +28.2% | +18.2% |
| YTD | +12.7% | -8.3% | +21.0% | +14.7% |
| 1Y | +18.3% | -0.7% | +19.0% | +17.3% |
| 3Y | +76.4% | +6.0% | +70.4% | +69.6% |
| 5Y | +73.8% | +12.5% | +61.2% | +62.6% |
| 10Y | +301.2% | +103.2% | +198.0% | +196.6% |
| All | +893.6% | +219.8% | +673.8% | +439.9% |
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 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