+12.3%
TXT vs IAG
+540.0%
-527.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.5% | +1.9% |
| 7D | -3.5% | +24.0% | -27.5% | -4.9% |
| 30D | +15.2% | +5.5% | +9.6% | +14.6% |
| 3M | -4.5% | +8.3% | -12.8% | -5.3% |
| 6M | -6.1% | +6.1% | -12.2% | -7.1% |
| YTD | -2.0% | +20.3% | -22.3% | -4.3% |
| 1Y | +4.2% | +56.5% | -52.3% | -0.1% |
| 3Y | +14.4% | +762.6% | -748.2% | -4.1% |
| 5Y | +12.3% | +546.3% | -533.9% | -12.8% |
| All | +12.3% | +540.0% | -527.7% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling