+98.5%
TXT vs IAG
+423.2%
-324.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | -0.2% | -4.1% | +3.8% | 0.0% |
| 30D | -10.2% | +10.6% | -20.8% | -10.8% |
| 3M | -13.3% | +35.4% | -48.6% | -14.9% |
| 6M | -14.4% | -9.5% | -4.8% | -14.4% |
| YTD | -9.1% | +21.8% | -30.9% | -10.8% |
| 1Y | -2.2% | +84.1% | -86.3% | -6.2% |
| 3Y | +5.1% | +817.4% | -812.3% | -8.9% |
| 5Y | +12.8% | +830.1% | -817.3% | -5.2% |
| All | +98.5% | +423.2% | -324.7% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling