+87.8%
TXT vs IAG
+389.3%
-301.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.8% |
| 7D | +0.1% | -7.7% | +7.8% | +0.6% |
| 30D | +13.3% | +1.6% | +11.8% | +13.1% |
| 3M | -5.0% | -2.4% | -2.5% | -5.1% |
| 6M | -8.4% | -7.8% | -0.6% | -8.5% |
| YTD | -4.0% | +5.0% | -9.0% | -5.2% |
| 1Y | +2.8% | +25.7% | -22.9% | +0.4% |
| 3Y | +10.3% | +694.5% | -684.2% | -4.2% |
| 5Y | +9.2% | +421.7% | -412.5% | -6.5% |
| All | +87.8% | +389.3% | -301.5% | +58.5% |
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